Multivariate tempered stable additive subordination for financial models (Q2675366)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multivariate tempered stable additive subordination for financial models
scientific article

    Statements

    Multivariate tempered stable additive subordination for financial models (English)
    0 references
    0 references
    23 September 2022
    0 references
    tempered stable distributions
    0 references
    Sato processes
    0 references
    multivariate additive subordination
    0 references
    multivariate asset modeling
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references