scientific article
From MaRDI portal
Publication:3838646
zbMath1044.62501MaRDI QIDQ3838646
Publication date: 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Foundations and philosophical topics in statistics (62A01)
Related Items
Random rates of growth and return: introducing the expo-normal distribution ⋮ Semi-parametric multivariate modelling when the marginals are the same ⋮ Weighted empirical processes in the nonparametric inference for Lévy processes ⋮ Burgers' turbulence problem with linear or quadratic external potential ⋮ Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach ⋮ Unnamed Item ⋮ Selfdecomposable fields ⋮ Stock returns and hyperbolic distributions ⋮ Modelling stylized features in default rates ⋮ Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density ⋮ Spectral properties of superpositions of Ornstein-Uhlenbeck type processes