Contributions to Infinite Divisibility for Financial Modeling
Infinitely divisible distributions and processes have been the object of extensive research not only from the theoretical point of view but also for practical use, for example, in queueing theory or mathematical finance. In this thesis, we will study some of their subclasses with a view towards f...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en_US |
| Published: |
Georgia Institute of Technology
2005
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1853/4888 |