Multivariate marked Poisson processes and market related multidimensional information flows (Q4631692)
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scientific article; zbMATH DE number 7045983
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| English | Multivariate marked Poisson processes and market related multidimensional information flows |
scientific article; zbMATH DE number 7045983 |
Statements
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (English)
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18 April 2019
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marked Poisson processes
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subordinated Lévy processes
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multivariate Poisson random measure
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multivariate subordinators
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multivariate asset modeling
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multivariate normal inverse Gaussian process
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0.779695987701416
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0.7514200806617737
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0.7241963744163513
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0.7197686433792114
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