Building multivariate Sato models with linear dependence (Q5234317)
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scientific article; zbMATH DE number 7110439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Building multivariate Sato models with linear dependence |
scientific article; zbMATH DE number 7110439 |
Statements
Building multivariate Sato models with linear dependence (English)
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26 September 2019
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multivariate asset pricing models
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Sato processes
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space-scaled self-decomposable laws
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calibration
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