Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-balanced Lévy driven Ornstein–Uhlenbeck processes |
scientific article |
Statements
Well-balanced Lévy driven Ornstein–Uhlenbeck processes (English)
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23 December 2011
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semimartingale
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Ornstein-Uhlenbeck process
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Lévy process
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infinitely divisible distribution
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autocorrelation
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financial modelling
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