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stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial models often rely on the simplifying assumption of Gaussian (normal) distributions, despite the fact
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processes concerning their stochastic and statistical analysis and to propose some non-Gaussian stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial
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and to propose some non-Gaussian stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial models often rely on the simplifying assumption of Gaussian
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George Emil Palade University of Medicine, Pharmacy, Science, and Technology of Târgu Mureș | Romania | 29 days ago
pharmacological modulation of critical cell signalling molecules, hypoxia and exercise, or normalization of complex micro-environmental cues. Promoting extension/longeivity of physiologic regeneration via control
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FieldEconomicsYears of Research Experience4 - 10 Additional Information Benefits Work in a dynamic group. Eligibility criteria Good command of English. Knowledge in project field. Selection process Please see https