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~person:"Csóka, Péter"
~subject:"Lévy processes"
~subject:"Yield curve"
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Lévy processes
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Csóka, Péter
Yamazaki, Kazutoshi
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Spectral risk measure of holding stocks in the long run
Bihary, Zsolt
;
Csóka, Péter
;
Szabó, Dávid Zoltán
-
2018
exponential
Lévy
processes
. We also prove the same behavior for all spectral risk measures (including the important special case …
Persistent link: https://www.econbiz.de/10012290259
Saved in:
2
Spectral risk measure of holding stocks in the long run
Bihary, Zsolt
;
Csóka, Péter
;
Szabó, Dávid Zoltán
-
2018
exponential
Lévy
processes
. We also prove the same behavior for all spectral risk measures (including the important special case …
Persistent link: https://www.econbiz.de/10012011388
Saved in:
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