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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~person:"BENTH, FRED ESPEN"
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continuous-time autoregressive moving average processes
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BENTH, FRED ESPEN
ALBANESE, CLAUDIO
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FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES
BENTH, FRED ESPEN
;
BLANCO, SARA ANA SOLANILLA
- In:
International Journal of Theoretical and Applied …
18
(
2015
)
02
,
pp. 1550010-1
is derived by means of the Laplace transform. For the special cases of
continuous-time
autoregressive (CAR) moving …
Persistent link: https://www.econbiz.de/10011279133
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