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. Examples of such an approach include equity-linked life insurance contracts, options on mortality, and attempts to implement …
Persistent link: https://www.econbiz.de/10009003602
This Ph.D. thesis is concerned with self-similar processes. In Chapter 2 we describe the classes of transformations leading from self-similar to stationary processes, and conversely. The relationship is used in Chapter 3 to characterize stable symmetric self-similar processes via their minimal...
Persistent link: https://www.econbiz.de/10009003624