Tempered stable processes with time-varying exponential tails

Raphael Douady (), Young Shin Kim and Kum-Hwan Roh

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Date: 2021-09-16
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Published in Quantitative Finance, 2021, pp.1-21. ⟨10.1080/14697688.2021.1962958⟩

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Related works:
Working Paper: Tempered stable processes with time-varying exponential tails (2021)
Working Paper: Tempered Stable Processes with Time Varying Exponential Tails (2020)
Working Paper: Tempered Stable Processes with Time Varying Exponential Tails (2020)
Working Paper: Tempered Stable Processes with Time Varying Exponential Tails (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:hal-03512709

DOI: 10.1080/14697688.2021.1962958

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