Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6084061 / rank | |||
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| Property / zbMATH Keywords | |||
geometric Brownian motion | |||
| Property / zbMATH Keywords: geometric Brownian motion / rank | |||
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tempered inverse subordinator | |||
| Property / zbMATH Keywords: tempered inverse subordinator / rank | |||
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calibration | |||
| Property / zbMATH Keywords: calibration / rank | |||
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Revision as of 10:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Brownian motion with tempered stable waiting times |
scientific article |
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Geometric Brownian motion with tempered stable waiting times (English)
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19 September 2012
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geometric Brownian motion
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tempered inverse subordinator
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calibration
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