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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Fontana, Claudio, Gnoatto, Alessandro, Szulda, Guillaume
Format:	Preprint
Publié:	2021
Sujets:	Pricing of Securities
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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