scientific article; zbMATH DE number 1995731
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Publication:4431597
zbMath1026.60058MaRDI QIDQ4431597
Neil Shephard, Ole Eiler Barndorff-Nielsen
Publication date: 22 October 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
subordinationstochastic volatilityOrnstein-Uhlenbeck processLévy processstable distributiontempered stable processesinverse Gaussian
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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