Clustered Lévy processes and their financial applications (Q515759)
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scientific article; zbMATH DE number 6695725
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| default for all languages | No label defined |
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| English | Clustered Lévy processes and their financial applications |
scientific article; zbMATH DE number 6695725 |
Statements
Clustered Lévy processes and their financial applications (English)
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16 March 2017
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subordination
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Lévy process
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Hawkes process
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time-changed process
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0.9290698
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0.87560236
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0.87289095
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0.8724567
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