INSTITUTIONAL DIGITAL REPOSITORY

Browsing Year-2018 by Subject "Gamma process"

Browsing Year-2018 by Subject "Gamma process"

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  • Gajda, J.; Wylomanska, A.; Kumar, A. (2019-05-23)
    In this paper a new stochastic process is introduced by subordinating fractional Levy stable motion (FLSM) with gamma process. This new process incorporates stochastic volatility in the parent process FLSM. Fractional ...

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