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Student-like models for risky asset with dependence - MaRDI portal

Student-like models for risky asset with dependence (Q2986696)

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Student-like models for risky asset with dependence
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    Student-like models for risky asset with dependence (English)
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    16 May 2017
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    risky asset model
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    student distribution
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    stochastic differential equation
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    geometric Brownian motion
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    fractal activity time
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    reciprocal gamma diffusion
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    option pricing formula
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