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Q3132379 - MaRDI portal

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scientific article

    Statements

    author
    Yongmao Wang
    0 references
    Dan Li
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    Jing Wei
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    publication date
    29 January 2018
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    zbMATH Keywords
    Tsallis entropy
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    Vasicek interest rate model
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    O-U process
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    martingale
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    Identifiers

    zbMATH DE Number
    6831806
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