Tempered stable distributions : stochastic models for multiscale processes /: stochastic models for multiscale processes. ([2015])

• Record Type: Book
• Further Information: Note: Michael Grabchak.
• Authors: Grabchak, Michael
• Contents: Introduction -- Preliminaries -- Tempered Stable Distributions.- Limit Theorems for Tempered Stable Distributions.- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.
• Publisher Details: Cham New York : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519.2/4; Mathematics; Distribution (Probability theory); Stochastic models; Lévy processes; Finance; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Distribution (Probability theory); Lévy processes; Stochastic models; Finance & accounting; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319249278; 3319249274
• Related ISBNs: 9783319249254; 3319249258
• Notes: Note: Includes bibliographical references and index.; Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.