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scientific article; zbMATH DE number 1390900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1390900 |
Statements
18 January 2000
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financial models
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generalized hyperbolic distribution
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stochastic models
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portfolios
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generalized GH Lévy model
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multivariate GH distribution
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0.9110773801803588
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0.827601432800293
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