Time consistency of Lévy models (Q4647239)
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scientific article; zbMATH DE number 7001567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency of Lévy models |
scientific article; zbMATH DE number 7001567 |
Statements
Time consistency of Lévy models (English)
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14 January 2019
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Lévy processes
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scaling
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intraday modeling
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convolution
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infinitely divisible distributions, generalized hyperbolic distributions
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