Work

Tempered stable distributions and processes in finance: numerical analysis

Year: 2010

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-88-470-1481-7_4

Authors: Michele Leonardo Bianchi, Svetlozar T. Rachev, Young Shin Kim, Frank J. Fabozzi

Institutions: Bank of Italy, Karlsruhe Institute of Technology, University of California, Santa Barbara, Yale 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: W2177425932

FWCI: 6.834

Cites: 33

Cited by: 46

Related to: 10