For more information, please refer to https://www.mdpi.com/openaccess. Feature papers represent the most advanced research with significant potential for high impact in the field. A Feature Paper should be a substantial original Article that involves several techniques or approaches, provides an ...
Kim et al. (2015) were the first to leave this framework by specifying normal tempered stable (NTS) processes to drive asset dynamics. These represent a subtype of the rich Lévy class, which has been in the focus of market modeling since the early work of Eberlein and Keller (1995) ...