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Please use this identifier to cite or link to this item:
http://hdl.handle.net/1813/9030
| 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 |
| URI: | http://hdl.handle.net/1813/9030 |
| Appears in Collections: | ORIE Technical Reports
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