On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Crossref DOI link: https://doi.org/10.1007/s00780-022-00482-x
Published Online: 2022-06-28
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Asmussen, Søren
Text and Data Mining valid from 2022-06-28
Version of Record valid from 2022-06-28
Article History
Received: 22 August 2021
Accepted: 8 April 2022
First Online: 28 June 2022