Feller processes of normal inverse Gaussian type (Q4659187): Difference between revisions

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Latest revision as of 18:21, 19 March 2024

scientific article; zbMATH DE number 2147509
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English
Feller processes of normal inverse Gaussian type
scientific article; zbMATH DE number 2147509

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    Feller processes of normal inverse Gaussian type (English)
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    21 March 2005
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    pseudo-differential operators
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    symbolic calculus
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    Weyl calculus
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    option pricing
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    Black-Scholes equation
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    subordination
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    turbulence
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