Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Abelian theorems for stochastic volatility models with application to the estimation of jump activity |
scientific article |
Statements
Abelian theorems for stochastic volatility models with application to the estimation of jump activity (English)
0 references
15 November 2012
0 references
affine stochastic volatility model
0 references
abelian theorem
0 references
Blumenthal-Getoor index
0 references
