Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models |
scientific article |
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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (English)
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14 August 2018
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Ornstein-Uhlenbeck process
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Lévy process
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stochastic volatility
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characteristic function estimation
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