Work

Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes

Year: 2004

Type: book-chapter

Source: Birkhäuser Basel eBooks

DOI: 10.1007/978-3-0348-7943-9_15

Authors: Ernst Eberlein, Ernst August v. Hammerstein

Institution: University of Freiburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W141060792

FWCI: 15.9

Cites: 41

Cited by: 132

Related to: 10