Average-tempered stable subordinators with applications

DOI10.1002/ASMB.2638MaRDI QIDQ6579706FDOQ6579706

Authors: Weixuan Xia 

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

tempered stable distributionasymptotic behaviorssubordinatorsderivatives pricingdegradation modelingrunning average

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (1)

• Regulating stochastic clocks§

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