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Q4378664 - MaRDI portal

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scientific article; zbMATH DE number 1124634
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scientific article; zbMATH DE number 1124634

    Statements

    author
    Simon R. Hurst
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    Eckhard Platen
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    publication date
    14 June 2000
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    Mathematics Subject Classification ID
    62P05
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    91B28
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    60G51
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    62P20
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    zbMATH DE Number
    1124634
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    zbMATH Keywords
    asset price model
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    leptokurtosis
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    quadratic variation process
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    mixture distributions
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    Student-\(t\) distribution
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