Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022)
From MaRDI portal
scientific article; zbMATH DE number 6279823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk |
scientific article; zbMATH DE number 6279823 |
Statements
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (English)
0 references
4 April 2014
0 references
conditional characteristic function
0 references
macroeconomic variables process
0 references
long-range dependence
0 references
fractional Brownian motion
0 references
fractional Lévy process
0 references
prediction
0 references
0 references
0 references
0 references
0 references
0 references
