The stochastically subordinated Poisson normal process for modelling financial assets

DOI10.1017/S0004972700033244zbMath1109.62357MaRDI QIDQ4260297

Thomas Rome Gillespie

Publication date: 7 September 1999

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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