Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)

DOI10.1080/14697688.2022.2060852OpenAlexW4224308785MaRDI QIDQ5092651

King-Hang Wang, Dilip B. Madan

Publication date: 22 July 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2060852

zbMATH Keywords

multivariate bilateral gammadigital momentsQ-selfdecomposable

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

OPTION SURFACE STATISTICS WITH APPLICATIONS ⋮ High dimensional Markovian trading of a single stock

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