Quantile clocks
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Publication:655573
DOI10.1214/10-AAP752zbMath1246.60027arXiv1003.3581OpenAlexW3037114938MaRDI QIDQ655573
Lancelot F. James, Zhiyuan Zhang
Publication date: 4 January 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.3581
Lévy processesgeneralized gamma convolutionsperfect samplingself-decomposable lawstime changed price processes
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Exchangeability for stochastic processes (60G09)
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