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Fractional Skellam processes with applications to finance - MaRDI portal

Fractional Skellam processes with applications to finance (Q2939445)

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Fractional Skellam processes with applications to finance
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    Fractional Skellam processes with applications to finance (English)
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    22 January 2015
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    fractional Poisson process
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    fractional Skellam process
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    Mittag-Leffler distribution
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    high frequency financial data
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