An infinitely divisible distribution in financial modelling
Angeliki Voudouri; Dimitrios Malliaropulos
Δελτίο της Ελληνικής Μαθηματικής Εταιρίας (1995)
- Volume: 37, Issue: 37, page 113-122
- ISSN: 0072-7466
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topAngeliki Voudouri, and Dimitrios Malliaropulos. "An infinitely divisible distribution in financial modelling." Δελτίο της Ελληνικής Μαθηματικής Εταιρίας 37.37 (1995): 113-122. <http://eudml.org/doc/239135>.
@article{AngelikiVoudouri1995,
author = {Angeliki Voudouri, Dimitrios Malliaropulos},
journal = {Δελτίο της Ελληνικής Μαθηματικής Εταιρίας},
keywords = {infinitely divisible distributions; financial modelling; future value; binomial random sums; filtered Poisson processes},
language = {eng},
number = {37},
pages = {113-122},
title = {An infinitely divisible distribution in financial modelling},
url = {http://eudml.org/doc/239135},
volume = {37},
year = {1995},
}
TY - JOUR
AU - Angeliki Voudouri
AU - Dimitrios Malliaropulos
TI - An infinitely divisible distribution in financial modelling
JO - Δελτίο της Ελληνικής Μαθηματικής Εταιρίας
PY - 1995
VL - 37
IS - 37
SP - 113
EP - 122
LA - eng
KW - infinitely divisible distributions; financial modelling; future value; binomial random sums; filtered Poisson processes
UR - http://eudml.org/doc/239135
ER -
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