The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449): Difference between revisions
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Revision as of 00:16, 20 April 2024
scientific article; zbMATH DE number 7120610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The probability distribution of returns in the exponential Ornstein–Uhlenbeck model |
scientific article; zbMATH DE number 7120610 |
Statements
The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (English)
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22 October 2019
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models of financial markets
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stochastic processes
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