Tempered stable processes with time-varying exponential tails (Q5072913)
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scientific article; zbMATH DE number 7518203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable processes with time-varying exponential tails |
scientific article; zbMATH DE number 7518203 |
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Tempered stable processes with time-varying exponential tails (English)
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5 May 2022
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option pricing
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stochastic exponential tail
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volatility of volatility
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normal tempered stable distribution
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Lévy process
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