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Stony Brook Theses and Dissertations
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Stony Brook Theses and Dissertations
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Alpha Stable Distribution, Classical Tempered Stable Distribution, Firm Value Model, Indirect Inference, Merton Model (3)
Finance (3)
Applied mathematics (1)
Asset Pricing, Multivariate Levy Process, Subordinator (1)
generalized hyperbolic distribution, heavy tails, long memory, optimal order execution (1)
Mathematics (1)
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