Work

Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

Year: 2006

Type: article

Source: Project Euclid (Cornell University)

Authors: Ole E. Barndorff‐Nielsen, Makoto Maejima, Ken‐iti Sato

Institutions: Aarhus University, Keio University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1595755077

FWCI: 16.45

Cites: 31

Cited by: 104

Related to: 10