Risky asset models with tempered stable fractal activity time (Q2875522)
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scientific article; zbMATH DE number 6328231
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| default for all languages | No label defined |
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| English | Risky asset models with tempered stable fractal activity time |
scientific article; zbMATH DE number 6328231 |
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Risky Asset Models with Tempered Stable Fractal Activity Time (English)
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8 August 2014
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random time change
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fractal activity time
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Ornstein-Uhlenbeck-type processes
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Lévy processes
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fractional Lévy motion
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tempered stable distribution
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normal tempered stable distribution
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0.8843547701835632
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0.8837264776229858
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0.8734850287437439
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0.8512913584709167
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0.8208202123641968
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