Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022): Difference between revisions
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Revision as of 20:33, 5 March 2024
scientific article; zbMATH DE number 6279823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk |
scientific article; zbMATH DE number 6279823 |
Statements
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (English)
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4 April 2014
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conditional characteristic function
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macroeconomic variables process
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long-range dependence
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fractional Brownian motion
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fractional Lévy process
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prediction
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