Testing and inference for fixed times of discontinuity in semimartingales (Q2203627): Difference between revisions

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Latest revision as of 10:29, 30 July 2024

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Testing and inference for fixed times of discontinuity in semimartingales
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    Testing and inference for fixed times of discontinuity in semimartingales (English)
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    7 October 2020
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    bootstrap
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    fixed time of discontinuity
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    jumps
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    nonparametric inference
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    options
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    stable convergence
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    stochastic volatility
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    time-changed Lévy process
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