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CBI-time-changed Lévy processes for multi-currency modeling

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fontana, Claudio, Gnoatto, Alessandro, Szulda, Guillaume
Formato:	Preprint
Publicado:	2021
Materias:	Pricing of Securities
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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