File:Variance-Gamma-process.png
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| Description | three sample paths of variance-gamma levy processes |
| Date | |
| Source | created with GNU R. script by Martin Keller-Ressel on this website http://page.math.tu-berlin.de/~mkeller/index.php#preprints , permission personally given. |
| Author | Thomas Steiner and Martin Keller-Ressel |
| Permission (Reusing this file) |
Thomas Steiner put it under the CC-by-SA 2.5. |
This file is licensed under the Creative Commons Attribution-Share Alike 2.5 Generic license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
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- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
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after using the functions of Martin, just execute the following source:
png("Variance-Gamma-process.png",1000,800)
set.seed(123)
plot.multi(VG.proc,sigma=5.0,theta=1,kappa=5.1) ## Variance Gamma process with drift
dev.off()
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 13:59, 6 July 2007 | | 1,000 × 800 (4 KB) | Thire (talk | contribs) | {{Information |Description = three sample paths of varanace-gamma levy processes |Source = created with GNU R. script by Martin Keller-Ressel on this website https://www.fam.tuwien.ac.at/~mkeller/ , permission personally given. |Date = 6 july 2007 |Author |
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