The memory of stochastic volatility models (Q5932777)
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scientific article; zbMATH DE number 1607365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The memory of stochastic volatility models |
scientific article; zbMATH DE number 1607365 |
Statements
The memory of stochastic volatility models (English)
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17 August 2001
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nonlinear functions of Gaussian processes
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long memory
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stochastic volatility
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