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Q4935943 - MaRDI portal

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scientific article; zbMATH DE number 1390900
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English
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scientific article; zbMATH DE number 1390900

    Statements

    author
    Karsten Prause
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    publication date
    18 January 2000
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    zbMATH Keywords
    financial models
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    generalized hyperbolic distribution
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    stochastic models
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    portfolios
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    generalized GH Lévy model
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    multivariate GH distribution
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G20
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    91B30
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    91G10
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    62P05
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    zbMATH DE Number
    1390900
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