Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / zbMATH DE Number: 6084061 / rank | |||
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geometric Brownian motion | |||
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tempered inverse subordinator | |||
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calibration | |||
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Revision as of 11:37, 30 June 2023
scientific article
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English | Geometric Brownian motion with tempered stable waiting times |
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Geometric Brownian motion with tempered stable waiting times (English)
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19 September 2012
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geometric Brownian motion
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tempered inverse subordinator
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calibration
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