Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Brownian motion with tempered stable waiting times |
scientific article |
Statements
Geometric Brownian motion with tempered stable waiting times (English)
0 references
19 September 2012
0 references
geometric Brownian motion
0 references
tempered inverse subordinator
0 references
calibration
0 references
