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On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions

Author

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  • Alvaro Cartea

    (Department of Economics, Mathematics & Statistics, Birkbeck)

  • Diego del-Castillo-Negrete

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Suggested Citation

  • Alvaro Cartea & Diego del-Castillo-Negrete, 2007. "On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions," Birkbeck Working Papers in Economics and Finance 0708, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Handle: RePEc:bbk:bbkefp:0708
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    File URL: http://www.bbk.ac.uk/ems/research/wp/PDF/BWPEF0708.pdf
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