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scientific article; zbMATH DE number 5499190
| 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 5499190 |
Statements
28 January 2009
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Variance Gamma process
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log-price increments
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independent and stationary increments
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characteristic function estimation
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compound Poisson law
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0.86983836
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0.86896473
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0.8549703
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0.8532219
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0.84665495
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0.8459749
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0.84369856
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