Authors: | Schnurr, Alexander Woerner, Jeannette H. C. |
Title: | Well-balanced Lévy Driven Ornstein-Uhlenbeck Processes |
Language (ISO): | en |
Subject Headings: | semimartingale Ornstein-Uhlenbeck process Lévy process in finitely divisible distribution autocorrelation financial modelling |
URI: | http://hdl.handle.net/2003/27500 http://dx.doi.org/10.17877/DE290R-7613 |
Issue Date: | 2010-11-25 |
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 |
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