Ambit Processes, Their Volatility Determination and Their Applications (Q2946095): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Power variation for Gaussian processes with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bipower Variation for Gaussian Processes with Stationary Increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambit Processes and Stochastic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Electricity Futures by Ambit Fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multipower variation for Brownian semistationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility determination in an ambit process setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5436594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3656682 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian moving averages and semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Navier-Stokes equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness and statistical theory of turbulent solutions of the stochastic Navier-Stokes equation, in three dimensions -- an overview / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrability conditions for space-time stochastic integrals: theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory continuous time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5436600 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power variation of some integral fractional processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Short Rate Model Using Ambit Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for Brownian semi-stationary processes with application to turbulence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical methods for financial markets. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3605385 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Navier--Stokes Equations for Turbulent Flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4350437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample Path Properties of Volterra Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Quadratic Forms in Independent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3747436 / rank
 
Normal rank

Latest revision as of 19:17, 10 July 2024

scientific article
Language Label Description Also known as
English
Ambit Processes, Their Volatility Determination and Their Applications
scientific article

    Statements

    Ambit Processes, Their Volatility Determination and Their Applications (English)
    0 references
    0 references
    0 references
    0 references
    16 September 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    ambit processes
    0 references
    ambit fields
    0 references
    volatility
    0 references
    financial modeling
    0 references
    turbulence modeling
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references