Feller processes of normal inverse Gaussian type (Q4659187): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:48, 5 March 2024
scientific article; zbMATH DE number 2147509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feller processes of normal inverse Gaussian type |
scientific article; zbMATH DE number 2147509 |
Statements
Feller processes of normal inverse Gaussian type (English)
0 references
21 March 2005
0 references
pseudo-differential operators
0 references
symbolic calculus
0 references
Weyl calculus
0 references
option pricing
0 references
Black-Scholes equation
0 references
subordination
0 references
turbulence
0 references
