MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s021902491850005x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2789141915 / rank | |||
Normal rank | |||
Latest revision as of 11:05, 30 July 2024
scientific article; zbMATH DE number 6850643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS |
scientific article; zbMATH DE number 6850643 |
Statements
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (English)
0 references
15 March 2018
0 references
multivariate asset models
0 references
Lévy processes
0 references
Sato processes
0 references
nonlinear dependence
0 references
0 references
