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Stochastic jump intensity models - MaRDI portal

Stochastic jump intensity models (Q3119667)

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Stochastic jump intensity models
scientific article

    Statements

    title
    Stochastic jump intensity models (English)
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    publication date
    12 March 2019
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    zbMATH Keywords
    tempered stable processes
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    CGMY model
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    stochastic jump intensity
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    risk management
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    VaR
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    Identifiers

    DOI
    10.3233/RDA-180139
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    zbMATH DE Number
    7034870
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    OpenAlex ID
    W2806533363
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    Wikidata QID
    Q129799665
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