Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risky Asset Models with Tempered Stable Fractal Activity Time |
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Risky Asset Models with Tempered Stable Fractal Activity Time (English)
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8 August 2014
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random time change
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fractal activity time
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Ornstein-Uhlenbeck-type processes
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Lévy processes
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fractional Lévy motion
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tempered stable distribution
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normal tempered stable distribution
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