Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471): Difference between revisions
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Revision as of 16:37, 22 February 2024
scientific article; zbMATH DE number 2103379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling long-range-dependent Gaussian processes with application in continuous-time financial models |
scientific article; zbMATH DE number 2103379 |
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Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (English)
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24 September 2004
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continuous-time model
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diffusion process
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long-range dependence
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parameter estimation
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stochastic volatility
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