Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:35, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models |
scientific article |
Statements
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (English)
0 references
14 August 2018
0 references
Ornstein-Uhlenbeck process
0 references
Lévy process
0 references
stochastic volatility
0 references
characteristic function estimation
0 references
