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Found 150 Documents (Results 1–100)

Properties of strong local nondeterminism and local times of stable random fields. (English) Zbl 1261.60048

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 279-308 (2011).
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A new tempered stable distribution and its application to finance. (English) Zbl 1154.91507

Bol, Georg (ed.) et al., Risk assessment. Decisions in banking and finance. Selected papers based on the presentations at the 9th econometric workshop, Karlsruhe, Germany, April 5–7, 2006. Heidelberg : Physica-Verlag (ISBN 978-3-7908-2049-2/hbk; 978-3-7908-2050-8/ebook). Contributions to Economics, 77-109 (2009).
MSC:  91B30 60E99 91B28
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