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Q3091939 - MaRDI portal

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scientific article

    Statements

    author
    V. Yu. Korolev
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    publication date
    15 September 2011
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    zbMATH Keywords
    Wiener process
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    subordinated process
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    Cox process
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    normal mixtures
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    volatility
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    financial indexes
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60G99
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    60K99
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    62P05
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    zbMATH DE Number
    5947644
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