Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Leung, Tim, Lu, Kevin W.
Format:	Preprint
Published:	2023
Subjects:	Computational Finance 91G60, 65C05 (Primary) 60G51, 60G10, 62P05 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.05512