The stochastically subordinated Poisson normal process for modelling financial assets

DOI10.1023/A:1019219217900zbMath0974.91023MaRDI QIDQ5933854

No author found.

Publication date: 14 June 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

stableheteroscedasticityleptokurticnon-normaloption

Mathematics Subject Classification ID

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