Well-balanced Lévy Driven Ornstein-Uhlenbeck Processes
| 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 |