Geometric Brownian motion with tempered stable waiting times (Q452033)

From MaRDI portal
Revision as of 17:33, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Geometric Brownian motion with tempered stable waiting times
scientific article

    Statements

    title
    Geometric Brownian motion with tempered stable waiting times (English)
    0 references
    author
    Janusz Gajda
    0 references
    Agnieszka Wyłomańska
    0 references
    publication date
    19 September 2012
    0 references
    Mathematics Subject Classification ID
    91G80
    0 references
    91G20
    0 references
    60J65
    0 references
    zbMATH DE Number
    6084061
    0 references
    zbMATH Keywords
    geometric Brownian motion
    0 references
    tempered inverse subordinator
    0 references
    calibration
    0 references
    OpenAlex ID
    W2124364599
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q452033&oldid=35299551"
    Powered by MediaWiki