A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148): Difference between revisions
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Revision as of 15:35, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence |
scientific article |
Statements
A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (English)
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21 March 2014
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activity time
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asset pricing model
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asymptotical self-similarities
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gamma process
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inverse-gamma process
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Lévy process
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long-range dependence
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subordinator
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