Kihun Nam

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

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Correlated Time-Changed Lévy Processes

Number of pages: 47 Posted: 18 Aug 2018 Last Revised: 11 Jan 2020
Hasan Fallahgoul and Kihun Nam
Monash University and Monash University
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Abstract:

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Jumps, Time Changes, Business Time