Multivariate tempered stable additive subordination for financial models
DOI10.1007/S11579-022-00321-9OpenAlexW3159587838MaRDI QIDQ2675366FDOQ2675366
Authors: Patrizia Semeraro 
Publication date: 23 September 2022
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.00844
tempered stable distributionsmultivariate additive subordinationmultivariate asset modelingSato processes
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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