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A. Nzokem

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Open access Aug 2026

On the Background Driving Lévy Density Associated with the General Tempered Stable Distribution: Theoretical Properties and Financial Applications

This paper identifies and characterizes the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution, a flexible seven-parameter family of infinitely divisible distributions with applications in physics and quantitative finance. We show that the corresponding BDLP is a f...

A. Nzokem, D. Maposa · 0 citations

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