Calculating the index of volatility in inhomogeneous Levy models (Q2287149): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:54, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating the index of volatility in inhomogeneous Levy models |
scientific article |
Statements
Calculating the index of volatility in inhomogeneous Levy models (English)
0 references
23 January 2020
0 references
volatility index
0 references
Levy process
0 references
gamma-dispersion model
0 references
