Title of article
Tempered stable distributions and processes
Author/Authors
Küchler، نويسنده , , Uwe and Tappe، نويسنده , , Stefan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
38
From page
4256
To page
4293
Abstract
We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered stable processes, we deal with density transformations and compute their p -variation indices. Exponential stock models driven by tempered stable processes are discussed as well.
Keywords
Limit distributions , Parameter estimation , p -variation index , tempered stable distributions and processes
Journal title
Stochastic Processes and their Applications
Serial Year
2013
Journal title
Stochastic Processes and their Applications
Record number
1579133
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