A generalized hyperbolic model for a risky asset with dependence (Q2231023): Difference between revisions
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Revision as of 06:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized hyperbolic model for a risky asset with dependence |
scientific article |
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A generalized hyperbolic model for a risky asset with dependence (English)
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29 September 2021
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generalized hyperbolic
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generalized inverse Gaussian
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Ornstein-Uhlenbeck process
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subordinator model
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long range dependence
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