Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347)
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scientific article; zbMATH DE number 2004042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-term risk management using stochastic Taylor expansions under Lévy models |
scientific article; zbMATH DE number 2004042 |
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Short-term risk management using stochastic Taylor expansions under Lévy models (English)
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16 November 2003
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Poisson processes
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Stochastic Taylor expansions
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Risk management
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Lévy processes
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Stochastic calculus
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