Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (Q2729107): Difference between revisions
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Revision as of 01:38, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics |
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Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (English)
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21 April 2002
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Lévy process
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long-range dependence
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option pricing
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Ornstein-Uhlenbeck process
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stochastic differential equation
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stochastic volatility
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subordination
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