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~language:"deu"
~person:"Hegewald, Sabine"
~subject:"Simulation"
~subject:"Volatility"
~subject:"Volatilität"
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Hegewald, Sabine
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Temporale Aggregation von heteroskedastischen Prozessen : stochastische Differenzengleichungen versus stochastische Differentialgleichungen unter Berücksichtigung von Lévy-Ornstein...
Hegewald, Sabine
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2006
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1. Aufl.
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