The normal inverse gaussian lévy process: simulation and approximation (Q4371861)
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scientific article; zbMATH DE number 1106430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The normal inverse gaussian lévy process: simulation and approximation |
scientific article; zbMATH DE number 1106430 |
Statements
The normal inverse gaussian lévy process: simulation and approximation (English)
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21 January 1998
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characteristic triplet
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normal inverse Gaussian Lévy process
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normal variance-mean mixture
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simulations
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stock price data
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