Ornstein–Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models
| Year of publication: |
2013
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|---|---|
| Authors: | Li, Lingfei ; Mendoza-Arriaga, Rafael |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 41.2013, 5, p. 521-525
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