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M. E. Caballero

  1. On the Lamperti stable processes
    2008/02/06 by M. E. Caballero, J. C. Pardo, Caballero, M. E. +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60E07 #60G51 #60G52 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60E07 #msc:60G51 #msc:60G52