Fractional Skellam processes with applications to finance (Q2939445): Difference between revisions
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Revision as of 20:15, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Skellam processes with applications to finance |
scientific article |
Statements
Fractional Skellam processes with applications to finance (English)
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22 January 2015
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fractional Poisson process
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fractional Skellam process
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Mittag-Leffler distribution
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high frequency financial data
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