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CBI-time-changed Lévy processes for multi-currency modeling.
Claudio Fontana
Alessandro Gnoatto
Guillaume Szulda
Published in:
Ann. Oper. Res. (2024)
Keyphrases
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modeling method
physical processes
real time
databases
expert systems
multiresolution
neural network
artificial intelligence
computer vision
information systems
digital libraries
relational databases
random fields