Capital Accumulation under Non-Gaussian Processes and the Marshallian Law
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Bibliographic InfoPaper provided by Penn Economics Department in its series Penn CARESS Working Papers with number 471ab9dee66c9aa1d3ef23dd9ba1ceb3.
Date of creation: Mar 2001
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- Ole E. Barndorff-Nielsen, 1997. "Processes of normal inverse Gaussian type," Finance and Stochastics, Springer, vol. 2(1), pages 41-68.
- Svetlana Boyarchenko & Sergei Levendorskii, 2005. "Practical guide to real options in discrete time II," Finance 0501014, EconWPA.
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