"Ornstein-Uhlenbeck processes time changed with additive subordinators and ..."

Lingfei Li, Rafael Mendoza-Arriaga (2013)

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DOI: 10.1016/J.ORL.2013.06.010

access: closed

type: Journal Article

metadata version: 2023-09-30

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Lingfei Li, Rafael Mendoza-Arriaga:
Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models. Oper. Res. Lett. 41(5): 521-525 (2013)

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