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Multivariate Lévy processes with dependent jump intensity - MaRDI portal

Multivariate Lévy processes with dependent jump intensity (Q5245898)

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scientific article; zbMATH DE number 6425906
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English
Multivariate Lévy processes with dependent jump intensity
scientific article; zbMATH DE number 6425906

    Statements

    title
    Multivariate Lévy processes with dependent jump intensity (English)
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    author
    Roberto Marfe
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    publication date
    16 April 2015
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    zbMATH Keywords
    Lévy processes
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    dependence
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    correlation
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    multivariate subordinators
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    multivariate asset pricing
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    non-Gaussian distributions
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    62P05
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    62H15
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    zbMATH DE Number
    6425906
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    OpenAlex ID
    W1972184813
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