No label defined (Q3511642)

From MaRDI portal
Revision as of 00:15, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    author
    Vicky Fasen
    0 references
    Claudia Klüppelberg
    0 references
    Alexander M. Lindner
    0 references
    publication date
    11 July 2008
    0 references
    zbMATH Keywords
    COGARCH
    0 references
    extreme value theory
    0 references
    generalized Cox-Ingersoll-Ross model
    0 references
    Lévy processes
    0 references
    Ornstein-Uhlenbeck processes
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    62G32
    0 references
    62M10
    0 references
    60G70
    0 references
    91B28
    0 references
    91B84
    0 references
    zbMATH DE Number
    5299703
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3511642&oldid=16868966"
    Powered by MediaWiki