Some properties of the one-dimensional subordinated stable model
type: Item
instance of: scholarly article
title: Some properties of the one-dimensional subordinated stable model
zbMATH Open document ID: 1407.60069
author: Xianqiang Yang
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 7026283
zbMATH Keywords: time-changed processes
zbMATH Keywords: stable processes
zbMATH Keywords: subordination
zbMATH Keywords: CGMY model
zbMATH Keywords: Mellin-Barnes integral
MaRDI profile type: Publication
full work available at URL: j.spl.2018.11.002
OpenAlex ID: W2900636552
cites work: Change of Time and Change of Measure
cites work: Stochastic Volatility for Lévy Processes
cites work: Q3574012
cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
cites work: Mellin convolution for subordinated stable processes
cites work: Processes that can be embedded in Brownian motion
cites work: Asymptotics and Mellin-Barnes integrals
cites work: Q4937701
cites work: Q3549931
DOI: 10.1016/J.SPL.2018.11.002
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description: scientific article; zbMATH DE number 7026283