lévy processes and

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Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates: 2187 (Lecture Notes in Mathematics, 2187)
Lévy Matters VI: Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates: 2187 (Lecture Notes in Mathematics, 2187)
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Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)
Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)
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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)
Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)
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Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)
Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)
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Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)
Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)
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Lévy Processes and Stochastic Calculus ICM Edition (Cambridge Studies in Advanced Mathematics, Series Number 116)
Lévy Processes and Stochastic Calculus ICM Edition (Cambridge Studies in Advanced Mathematics, Series Number 116)
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Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)
Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)
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Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
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Advanced Stochastic Methods in Quantitative Finance: Beyond the Black-Scholes World: Jumps, Levy Processes, and Rough Paths
Advanced Stochastic Methods in Quantitative Finance: Beyond the Black-Scholes World: Jumps, Levy Processes, and Rough Paths
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Levy Processes and Stochastic Calculus 116 Cambridge Studies in Advanced Mathematics, Series Number 116
Levy Processes and Stochastic Calculus 116 Cambridge Studies in Advanced Mathematics, Series Number 116
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An Advanced Course in Probability and Stochastic Processes
An Advanced Course in Probability and Stochastic Processes
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Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management
Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management
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Financial Modelling with Jump Processes
Financial Modelling with Jump Processes
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Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
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Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128)
Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128)
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