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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
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Barndorff-Nielsen, Ole E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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