Some properties of the one-dimensional subordinated stable model (Q1726847)
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scientific article; zbMATH DE number 7026283
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| English | Some properties of the one-dimensional subordinated stable model |
scientific article; zbMATH DE number 7026283 |
Statements
Some properties of the one-dimensional subordinated stable model (English)
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20 February 2019
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time-changed processes
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stable processes
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subordination
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CGMY model
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Mellin-Barnes integral
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0.83251613
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0.8295576
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0.82317173
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0.82311106
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