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CBI-time-changed Lévy processes - MaRDI portal

CBI-time-changed Lévy processes (Q6116556)

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scientific article; zbMATH DE number 7726174
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English
CBI-time-changed Lévy processes
scientific article; zbMATH DE number 7726174

    Statements

    title
    CBI-time-changed Lévy processes (English)
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    author
    Claudio Fontana
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    Alessandro Gnoatto
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    Guillaume Szulda
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    publication date
    14 August 2023
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    zbMATH Keywords
    branching process
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    change of time
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    affine process
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    stochastic volatility
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    moment explosion
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    cites work
    Q4662403
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    Q4274285
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    Q3992729
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    Q4778955
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    Q5493554
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    Q5653423
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    Q3215519
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    Q4937701
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    Identifiers

    arXiv ID
    2205.12355
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    Mathematics Subject Classification ID
    60G51
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    91G20
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    91G30
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    60H20
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    60J25
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    60G44
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    60J80
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    zbMATH DE Number
    7726174
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    OpenAlex ID
    W4381166203
    0 references
     
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