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Publication:2790463
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zbMath1331.91201MaRDI QIDQ2790463

Sergey Nadtochiy, René A. Carmona

Publication date: 4 March 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24)


Related Items (2)

On the calibration of local jump-diffusion asset price models ⋮ Tangent Lévy market models







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