The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083): Difference between revisions

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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+A note on the characteristic function of the \(t\)-distribution
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+Stationary-increment Student and variance-gamma processes
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+OPTION PRICING WITH VG–LIKE MODELS
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+The past and future of empirical finance: some personal comments
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+A risky asset model with strong dependence through fractal activity time
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+Student processes
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+Realistic Statistical Modelling of Financial Data
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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