Time consistency of Lévy models (Q4647239)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7001567
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time consistency of Lévy models |
scientific article; zbMATH DE number 7001567 |
Statements
Time consistency of Lévy models (English)
0 references
14 January 2019
0 references
Lévy processes
0 references
scaling
0 references
intraday modeling
0 references
convolution
0 references
infinitely divisible distributions, generalized hyperbolic distributions
0 references
0.7507458925247192
0 references
0.7316137552261353
0 references
0.7244097590446472
0 references
0.7152878642082214
0 references
0.7102755308151245
0 references
