Generalized hyperbolic diffusion processes with applications in finance (Q2757300)
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scientific article; zbMATH DE number 1676815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized hyperbolic diffusion processes with applications in finance |
scientific article; zbMATH DE number 1676815 |
Statements
26 November 2001
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generalized hyperbolic distributions
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generalized hyperbolic diffusion processes
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normal inverse Gaussian diffusion processes
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stationary density
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price processes
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chick-tailed log returns
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0.9208008
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0.9170014
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0.91650844
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0.9092115
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Generalized hyperbolic diffusion processes with applications in finance (English)
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