Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343): Difference between revisions

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Revision as of 07:48, 16 July 2024

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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
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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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