Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Schnurr, Alexander | - |
dc.contributor.author | Woerner, Jeannette H. C. | - |
dc.date.accessioned | 2010-11-25T12:02:04Z | - |
dc.date.available | 2010-11-25T12:02:04Z | - |
dc.date.issued | 2010-11-25 | - |
dc.identifier.uri | http://hdl.handle.net/2003/27500 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-7613 | - |
dc.language.iso | en | - |
dc.relation.isversionof | http://hdl.handle.net/2003/27519 | - |
dc.subject | semimartingale | en |
dc.subject | Ornstein-Uhlenbeck process | en |
dc.subject | Lévy process | en |
dc.subject | in finitely divisible distribution | en |
dc.subject | autocorrelation | en |
dc.subject | financial modelling | en |
dc.subject.ddc | 610 | - |
dc.title | Well-balanced Lévy Driven Ornstein-Uhlenbeck Processes | en |
dc.type | Text | de |
dc.type.publicationtype | preprint | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Preprints der Fakultät für Mathematik |
Files in This Item:
File | Description | Size | Format | |
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mathematicalPreprint-2010-15.pdf | 423.18 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright
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