Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions

@@ Property / DOI @@
-.1007/s10955-012-0537-3
@@ Property / DOI: 10.1007/s10955-012-0537-3 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6084061
@@ Property / zbMATH DE Number: 6084061 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+geometric Brownian motion
@@ Property / zbMATH Keywords: geometric Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tempered inverse subordinator
@@ Property / zbMATH Keywords: tempered inverse subordinator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+calibration
@@ Property / zbMATH Keywords: calibration / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10955-012-0537-3
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@@ Property / OpenAlex ID @@
+W2124364599
@@ Property / OpenAlex ID: W2124364599 / rank @@
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@@ Property / cites work @@
+Tempered stable Lévy motion and transient super-diffusion
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Subordination, self-similarity, and option pricing
+Normal rank
@@ Property / cites work @@
+Q4720621
@@ Property / cites work: Q4720621 / rank @@
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@@ Property / cites work @@
+Q3633248
@@ Property / cites work: Q3633248 / rank @@
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@@ Property / cites work @@
+First Steps in Random Walks
@@ Property / cites work: First Steps in Random Walks / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
+Normal rank
@@ Property / cites work @@
+Langevin picture of subdiffusion with infinitely divisible waiting times
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Brownian motion with tempered stable waiting times
+Normal rank
@@ Property / DOI @@
+.1007/S10955-012-0537-3
@@ Property / DOI: 10.1007/S10955-012-0537-3 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:452033