Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Year of publication: |
June 2004 ; [Elektronische Resource]
|
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Other Persons: | Barndorff-Nielsen, Ole E. (contributor) ; Stelzer, Robert (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
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