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Characteristic function and Esscher transform of a switching Levy model for the temperature dynamic

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Jabbari, Rofeide, Olivares, Pablo
Format:	Preprint
Publié:	2024
Sujets:	Probability 60H10, 65C30 G.3
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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