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

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+Tempered stable Lévy motion and transient super-diffusion
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+The Pricing of Options and Corporate Liabilities
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+Langevin picture of subdiffusion with infinitely divisible waiting times
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+The random walk's guide to anomalous diffusion: A fractional dynamics approach
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+Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
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+Tempering stable processes
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+Geometric Brownian motion with tempered stable waiting times
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+Publication:452033