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Multivariate elliptic processes - MaRDI portal

Multivariate elliptic processes (Q6573276)

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scientific article; zbMATH DE number 7881751
Language Label Description Also known as
English
Multivariate elliptic processes
scientific article; zbMATH DE number 7881751

    Statements

    title
    Multivariate elliptic processes (English)
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    author
    N. H. Bingham
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    John M. Fry
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    Rüdiger Kiesel
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    publication date
    16 July 2024
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    zbMATH Keywords
    multivariate elliptic processes
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    risk drivers
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    sums-of-diffusions
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    Lévy processes
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    cites work
    Q4888858
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    Q5292403
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    Q4810084
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    Q5493537
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    Student processes
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    Q4778955
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    Q5493557
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    Q4937701
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    Identifiers

    Mathematics Subject Classification ID
    60Gxx
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    62Pxx
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    62Mxx
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    zbMATH DE Number
    7881751
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