Multivariate marked poisson processes and market related multidimensional information flows
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
|
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 |
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