Weak subordination of multivariate Lévy processes

Authors

Keywords:

Lévy process, subordination, weak subordination, variance-gamma, weak variance-alpha-gamma, variance generalised gamma convolution, log return, self-decomposability

Abstract

DOI: 10.1017/S0004972719000662

Published

2019-10-31

Issue

Vol. 100 No. 3 (2019)

Section

Abstracts of PhD Theses
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