Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 00:19, 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
    0 references
    0 references
    19 September 2012
    0 references
    geometric Brownian motion
    0 references
    tempered inverse subordinator
    0 references
    calibration
    0 references

    Identifiers