Multivariate Lévy processes with dependent jump intensity (Q5245898)
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scientific article; zbMATH DE number 6425906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Lévy processes with dependent jump intensity |
scientific article; zbMATH DE number 6425906 |
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Multivariate Lévy processes with dependent jump intensity (English)
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16 April 2015
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Lévy processes
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dependence
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correlation
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multivariate subordinators
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multivariate asset pricing
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non-Gaussian distributions
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