Exponential Functionals of Lévy Processes with Jumps

Subjects

Subjects :

Mathematik
COGARCH volatility, exponential functional, generalized gamma convolution, generalized Ornstein-Uhlenbeck process, integral mapping, Levy process, selfdecomposability, stationarity
ddc:510

Details

Database :

OpenAIRE

Journal :

Anita Behme

Accession number :

edsair.dedup.wf.001..c537e37a3531fd2fc9de7c23975c1fbf