First and second moment reversion for a discretized square root process with jumps (Q5305973): Difference between revisions
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Revision as of 19:44, 5 March 2024
scientific article; zbMATH DE number 5686590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First and second moment reversion for a discretized square root process with jumps |
scientific article; zbMATH DE number 5686590 |
Statements
First and second moment reversion for a discretized square root process with jumps (English)
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24 March 2010
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implicit
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interest rate
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Itô Lemma
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Monte Carlo
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stability
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stochastic differential equation
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variance
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volatility
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