Generalized Hyperbolic Diffusion Processes with Applications in Finance (Q2757300): Difference between revisions
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Latest revision as of 20:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Hyperbolic Diffusion Processes with Applications in Finance |
scientific article |
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Generalized Hyperbolic Diffusion Processes with Applications in Finance (English)
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26 November 2001
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generalized hyperbolic distributions
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generalized hyperbolic diffusion processes
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normal inverse Gaussian diffusion processes
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stationary density
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price processes
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chick-tailed log returns
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