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Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models

✍ Scribed by Hermann Singer

Publisher: Springer
Year: 2006
Tongue: English
Weight: 199 KB
Volume: 21
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-006-0001-4

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