Integration of CARMA processes and spot volatility modelling (Q2852488): Difference between revisions
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Revision as of 19:10, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration of CARMA processes and spot volatility modelling |
scientific article |
Statements
Integration of CARMA processes and spot volatility modelling (English)
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9 October 2013
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Lévy process
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continuous-time ARMA process
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integrated CARMA process
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stochastic volatility
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