Simulation of Lévy-driven models and its application in finance (Q1940959)
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scientific article; zbMATH DE number 6143092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Lévy-driven models and its application in finance |
scientific article; zbMATH DE number 6143092 |
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Simulation of Lévy-driven models and its application in finance (English)
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11 March 2013
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simulation
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Lévy processes
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gradient estimation
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maximum likelihood estimation
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