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scientific article; zbMATH DE number 1995731
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scientific article; zbMATH DE number 1995731

    Statements

    publication date
    22 October 2003
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    zbMATH Keywords
    Lévy process
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    inverse Gaussian
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    Ornstein-Uhlenbeck process
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    stable distribution
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    stochastic volatility
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    subordination
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    tempered stable processes
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    91G70
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    62P05
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    zbMATH DE Number
    1995731
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