The stochastically subordinated Poisson normal process for modelling financial assets (Q5933854): Difference between revisions
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Latest revision as of 00:42, 5 March 2024
scientific article; zbMATH DE number 1604620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastically subordinated Poisson normal process for modelling financial assets |
scientific article; zbMATH DE number 1604620 |
Statements
The stochastically subordinated Poisson normal process for modelling financial assets (English)
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14 June 2001
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heteroscedasticity
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leptokurtic
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non-normal
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option
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stable
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