The normal inverse Gaussian Lévy process: Simulation and approximation

Communications in Statistics. Part C: Stochastic Models

Volumn 13, Issue 4, 1997, Pages 887-910

  Rydberg, Tina Hviid ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Characteristic triplet; Normal inverse Gaussian L vy process; Normal variance mean mixture; Simulations; Stock price data

Indexed keywords

EID: 0001464668     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349708807456     Document Type: Article

References (26)

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