The relative entropy in CGMY processes and its applications to finance
| Year of publication: |
2007
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|---|---|
| Authors: | Kim, Young Shin ; Lee, Jeong Hyun |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 66.2007, 2, p. 327-338
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