A subordinated stochastic process model with finite variance for speculative prices

MaRDI QIDQ3374304zbMATH OpenFDO

Authors Peter K. Clark

Publication date 9 March 2006

zbMATH Keywords

Bayes' testsfutures priceKolmogorov-Smirnov tests

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)

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