Sequential sampling for CGMY processes via decomposition of their time changes (Q3120085)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential sampling for CGMY processes via decomposition of their time changes |
scientific article |
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Sequential sampling for CGMY processes via decomposition of their time changes (English)
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1 March 2019
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CGMY processes
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double CFTP
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option pricing
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sequential sampling
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