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Description: C++ class for simulating trajectories of the tempered stable (CGMY) process using the algorithm by D. Madan and M. Yor:
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Size: 4096 |
Author: zhidong |
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Description: 用于CGMY金融纯跳模型的模拟设计，便于有志于此的同学应用-Analog design for CGMY financial pure jump models to facilitate the students interested in this application of
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Size: 1024 |
Author: 翘楚 |
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