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CUMULANTS
(1)
answer(s).
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Item
1
ID:
317074
Recent dynamics of crude oil prices
/ Krichene, Noureddine
Krichene, Noureddine
Article
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Key Words
Option pricing
;
Crude oil
;
Characteristic function
;
Cumulants
;
Fourier inversion
;
Jump-diffusion
;
Kurtosis
;
skewness
;
Varuabce- gamma distribution
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