Feller processes of normal inverse Gaussian type (Q4659187): Difference between revisions
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| Property / author: Niels Jacob / rank | |||
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| Property / author: Aubrey Truman / rank | |||
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| Property / author: Niels Jacob / rank | |||
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Latest revision as of 19:21, 19 March 2024
scientific article; zbMATH DE number 2147509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feller processes of normal inverse Gaussian type |
scientific article; zbMATH DE number 2147509 |
Statements
Feller processes of normal inverse Gaussian type (English)
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21 March 2005
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pseudo-differential operators
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symbolic calculus
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Weyl calculus
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option pricing
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Black-Scholes equation
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subordination
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turbulence
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