The times change: multivariate subordination. Empirical facts (Q2893067): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2010.481635
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+W2035971174
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@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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@@ Property / cites work @@
+There's more to volatility than volume
@@ Property / cites work: There's more to volatility than volume / rank @@
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@@ Property / cites work @@
+The Epps effect revisited
@@ Property / cites work: The Epps effect revisited / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2893067