Geometric Brownian motion with tempered stable waiting times (Q452033)

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Geometric Brownian motion with tempered stable waiting times
scientific article

    Statements

    title
    Geometric Brownian motion with tempered stable waiting times (English)
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    author
    Janusz Gajda
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    Agnieszka Wyłomańska
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    publication date
    19 September 2012
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    zbMATH Keywords
    geometric Brownian motion
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    tempered inverse subordinator
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    calibration
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91G20
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    60J65
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    zbMATH DE Number
    6084061
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