Financial activity time

DOI10.3934/fmf.2023016zbMath1530.91552OpenAlexW4385559391MaRDI QIDQ6147107

Dilip B. Madan, King-Hang Wang

Publication date: 15 January 2024

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/fmf.2023016

zbMATH Keywords

Hermite functionCGMY modelbilateral gammaSato process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Financial markets (91G15)

Cites Work

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