Multivariate tempered stable additive subordination for financial models
Year of publication: |
2022
|
---|---|
Authors: | Semeraro, Patrizia |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 16.2022, 4, p. 685-712
|
Subject: | Multivariate additive subordination | Multivariate asset modeling | Sato processes | Tempered stable distributions | Multivariate Analyse | Multivariate analysis | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
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