Feller processes of normal inverse Gaussian type

Quantitative Finance

Volumn 1, Issue 3, 2001, Pages 318-331

  Barndorff Nielsen, O E ^a   Levendorski S Z ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b ROSTOV STATE UNIVERSITY OF ECONOMICS   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038416799     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/3/303     Document Type: Article

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