Multivariate asset-pricing model based on subordinated stable processes (Q6574613)
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scientific article; zbMATH DE number 7883142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate asset-pricing model based on subordinated stable processes |
scientific article; zbMATH DE number 7883142 |
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Multivariate asset-pricing model based on subordinated stable processes (English)
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18 July 2024
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Lévy copula
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modeling asset-price dynamics
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multivariate subordination
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stable processes
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stochastic time change
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