Geometric Brownian motion with tempered stable waiting times (Q452033)
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scientific article; zbMATH DE number 6084061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Brownian motion with tempered stable waiting times |
scientific article; zbMATH DE number 6084061 |
Statements
Geometric Brownian motion with tempered stable waiting times (English)
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19 September 2012
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geometric Brownian motion
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tempered inverse subordinator
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calibration
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