scientific article; zbMATH DE number 1390900

Publication date: 18 January 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic models financial models portfolios generalized hyperbolic distribution generalized GH Lévy model multivariate GH distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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