Multivariate tempered stable additive subordination for financial models (Q2675366)
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scientific article; zbMATH DE number 7591729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tempered stable additive subordination for financial models |
scientific article; zbMATH DE number 7591729 |
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Multivariate tempered stable additive subordination for financial models (English)
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23 September 2022
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tempered stable distributions
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Sato processes
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multivariate additive subordination
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multivariate asset modeling
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