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"Conditional Characteristic Functions of Molchan-Golosov Fractional ..."

Holger Fink (2013)

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DOI: 10.1017/S0021900200013759

access: closed

type: Journal Article

metadata version: 2020-04-16

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Holger Fink:
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk. J. Appl. Probab. 50(4): 983-1005 (2013)

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