Fractional Skellam processes with applications to finance (Q2939445): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:05, 5 March 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)
0 references
22 January 2015
0 references
fractional Poisson process
0 references
fractional Skellam process
0 references
Mittag-Leffler distribution
0 references
high frequency financial data
0 references
