Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model |
scientific article |
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Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (English)
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9 May 2007
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stochastic volatility
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long memory
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leverage
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Ornstein-Uhlenbeck process
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