Statistical estimation of Lévy-type stochastic volatility models (Q470521): Difference between revisions

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@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
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+Processes of normal inverse Gaussian type
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+Stochastic Volatility for Lévy Processes
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+The Variance Gamma Process and Option Pricing
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+Financial Modelling with Jump Processes
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+Nonparametric estimation of time-changed Lévy models under high-frequency data
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+Variational Sums for Additive Processes
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+Processes that can be embedded in Brownian motion
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+Inference in Lévy-type stochastic volatility models
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@@ Property / DOI @@
+.1007/S10436-010-0150-X
@@ Property / DOI: 10.1007/S10436-010-0150-X / rank @@
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