Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121)
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scientific article; zbMATH DE number 5913936
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| English | Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times |
scientific article; zbMATH DE number 5913936 |
Statements
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (English)
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28 June 2011
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subdiffusion
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tempered stable distribution
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calibration
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0.8266596794128418
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0.8104006052017212
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0.7256191372871399
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0.7194250226020813
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0.7178668975830078
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