scientific article; zbMATH DE number 5166033
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Publication:5292403
zbMath1115.60048MaRDI QIDQ5292403
Publication date: 21 June 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic volatilityinfinite divisibilityelliptically contoured distributionsprocesses of Ornstein-Uhlenbeck type
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)
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