Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399): Difference between revisions

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Latest revision as of 17:41, 25 June 2024

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Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
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    Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (English)
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    9 May 2007
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    stochastic volatility
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    long memory
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    leverage
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    Ornstein-Uhlenbeck process
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