Asymmetrically tempered stable distributions with applications to finance (Q5227569)
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scientific article; zbMATH DE number 7089238
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| English | Asymmetrically tempered stable distributions with applications to finance |
scientific article; zbMATH DE number 7089238 |
Statements
Asymmetrically tempered stable distributions with applications to finance (English)
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6 August 2019
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tempered stable distributions
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exponential Lévy model
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0.7960487008094788
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0.7918937802314758
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0.7782407999038696
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0.7747889757156372
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