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Authors: Schnurr, Alexander
Woerner, Jeannette H. C.
Title: Well-balanced Lévy Driven Ornstein-Uhlenbeck Processes
Language (ISO): en
Subject Headings: semimartingale
Ornstein-Uhlenbeck process
Lévy process
in finitely divisible distribution
autocorrelation
financial modelling
URI: http://hdl.handle.net/2003/27500
http://dx.doi.org/10.17877/DE290R-7613
Issue Date: 2010-11-25
Appears in Collections:Preprints der Fakultät für Mathematik

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