Some properties of the one-dimensional subordinated stable model (Q1726847)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some properties of the one-dimensional subordinated stable model
scientific article

    Statements

    Some properties of the one-dimensional subordinated stable model (English)
    0 references
    0 references
    20 February 2019
    0 references
    time-changed processes
    0 references
    stable processes
    0 references
    subordination
    0 references
    CGMY model
    0 references
    Mellin-Barnes integral
    0 references

    Identifiers