Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risky Asset Models with Tempered Stable Fractal Activity Time |
scientific article; zbMATH DE number 6328231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risky Asset Models with Tempered Stable Fractal Activity Time |
scientific article; zbMATH DE number 6328231 |
Statements
Risky Asset Models with Tempered Stable Fractal Activity Time (English)
0 references
8 August 2014
0 references
random time change
0 references
fractal activity time
0 references
Ornstein-Uhlenbeck-type processes
0 references
Lévy processes
0 references
fractional Lévy motion
0 references
tempered stable distribution
0 references
normal tempered stable distribution
0 references
0 references
0 references
0 references
0 references
