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)

zbMATH Keywords

tempered stable distributionasymptotic behaviorssubordinatorsderivatives pricingdegradation modelingrunning average

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Regulating stochastic clocks§

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