Fractional Skellam processes with applications to finance (Q2939445): Difference between revisions
From MaRDI portal
Latest revision as of 12:56, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional Skellam processes with applications to finance |
scientific article |
Statements
Fractional Skellam processes with applications to finance (English)
0 references
22 January 2015
0 references
fractional Poisson process
0 references
fractional Skellam process
0 references
Mittag-Leffler distribution
0 references
high frequency financial data
0 references
0 references
0 references
0 references
0 references