Processes of Normal Inverse Gaussian Type
Year of publication: |
1998
|
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Authors: | Barndorff-Nielsen, Ole E. |
Publisher: |
[S.l.] : SSRN |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Theorie | Theory | Volatilität | Volatility |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance And Stochastics, Vol 2 No 1, 1998 Volltext nicht verfügbar |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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