Tempering stable processes (Q885259): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2006.10.003
@@ Property / DOI: 10.1016/j.spa.2006.10.003 / rank @@
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+Q3661894
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+Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Q4431597
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+Generalized gamma convolutions and related classes of distributions and densities
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+A conditional dichotomy theorem for stochastic processes with independent increments
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+Stochastic Volatility for Lévy Processes
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+An integral representation for selfdecomposable banach space valued random variables
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+Q2774021
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+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
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+The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
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+On series representations of infinitely divisible random vectors
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+Q2738738
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+Q4301585
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@@ Property / DOI @@
+.1016/J.SPA.2006.10.003
@@ Property / DOI: 10.1016/J.SPA.2006.10.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:885259