Tempered stable distributions and processes

DOI10.1016/j.spa.2013.06.012zbMath1352.60021arXiv1907.05141OpenAlexW2015387601MaRDI QIDQ61368

Uwe Küchler, Stefan Tappe, Stefan Tappe, Uwe Küchler

Publication date: December 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.05141

zbMATH Keywords

parameter estimation limit distribution tempered stable distribution \(p\)-variation index tempered stable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)

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