Tempered infinitely divisible distributions and processes
Year of publication: |
2011
|
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Authors: | Bianchi, Michele Leonardo ; Rachev, Svetlozar T. ; Kim, Young Shin ; Fabozzi, Frank J. |
Institutions: | Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie |
Subject: | stable distributions | tempered stable distributions | tempered infinitely divisible distributions | modified tempered stable distributions |
Extent: | application/pdf |
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Series: | Working Paper Series in Economics. - ISSN 2190-9806. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 26 |
Source: |
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