Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600): Difference between revisions

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Latest revision as of 19:01, 14 July 2024

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Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index
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    Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (English)
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    30 November 2017
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    Barndorff-Nielsen and Shephard model
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    variance swap
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    stochastic volatility
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    price index
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    weak convergence
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