Average-tempered stable subordinators with applications

DOI10.1002/ASMB.2638MaRDI QIDQ6579706zbMATH OpenFDO

Authors Weixuan Xia

Publication date 25 July 2024

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

Full work available at URL https://doi.org/10.1002/ASMB.2638

zbMATH Keywords

asymptotic behaviorsdegradation modelingderivatives pricingrunning averagesubordinatorstempered stable distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Regulating stochastic clocks§
• Iterated tempered stable process
• Crypto inverse-power options and fractional stochastic volatility

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