Affine fractional stochastic volatility models (Q470522): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6368840
@@ Property / zbMATH DE Number: 6368840 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integrals
@@ Property / zbMATH Keywords: fractional integrals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory processes
@@ Property / zbMATH Keywords: long memory processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integrated volatility
@@ Property / zbMATH Keywords: integrated volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank

Affine fractional stochastic volatility models (Q470522): Difference between revisions

Revision as of 17:30, 30 June 2023

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