Time consistency of Lévy models (Q4647239)
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scientific article; zbMATH DE number 7001567
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| English | Time consistency of Lévy models |
scientific article; zbMATH DE number 7001567 |
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Time consistency of Lévy models (English)
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14 January 2019
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Lévy processes
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scaling
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intraday modeling
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convolution
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infinitely divisible distributions, generalized hyperbolic distributions
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0.7507458925247192
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0.7316137552261353
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0.7244097590446472
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0.7152878642082214
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0.7102755308151245
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