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Multivariate tempered stable additive subordination for financial models - MaRDI portal

Multivariate tempered stable additive subordination for financial models

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Publication:6366704

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DOI10.1007/s11579-022-00321-9arXiv2105.00844MaRDI QIDQ6366704

Patrizia Semeraro

Publication date: 3 May 2021

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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