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Title: A Class of Shot Noise Models for Financial Applications
Authors: Samorodnitsky, G.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Jan-1996
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1146
Abstract: This paper published in Stochastic Processes and Their Applications, 59 (1995) 217-233
Appears in Collections:ORIE Technical Reports

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