Geometric Brownian motion with tempered stable waiting times (Q452033)
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scientific article; zbMATH DE number 6084061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Geometric Brownian motion with tempered stable waiting times |
scientific article; zbMATH DE number 6084061 |
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Geometric Brownian motion with tempered stable waiting times (English)
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19 September 2012
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geometric Brownian motion
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tempered inverse subordinator
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calibration
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0.8266596794128418
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0.7972902059555054
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0.7522162199020386
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0.7502869963645935
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0.7467688322067261
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