Time consistency of Lévy models (Q4647239): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:06, 7 February 2024
scientific article; zbMATH DE number 7001567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency of Lévy models |
scientific article; zbMATH DE number 7001567 |
Statements
Time consistency of Lévy models (English)
0 references
14 January 2019
0 references
Lévy processes
0 references
scaling
0 references
intraday modeling
0 references
convolution
0 references
infinitely divisible distributions, generalized hyperbolic distributions
0 references
