Multivariate marked poisson processes and market related multidimensional information flows
Petar Jevtić, Marina Marena, Patrizia Semeraro
| Year of publication: |
2019
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|---|---|
| Authors: | Jevtić, Petar ; Marena, Marina ; Semeraro, Patrizia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 2, p. 1-26
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| Subject: | Marked Poisson processes | subordinated Lévy processes | multivariate Poisson random measure | multivariate subordinators | multivariate asset modeling | multivariate normal inverse Gaussian process | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500589 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012013851