The split-SV model (Q1659144)

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The split-SV model
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    Statements

    title
    The split-SV model (English)
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    publication date
    15 August 2018
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    zbMATH Keywords
    split-SV process
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    noise-indicator
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    contaminated Gaussian distribution
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    convolutions
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    empirical characteristic function estimation
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    describes a project that uses
    FNN
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    stochvol
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    OrthogonalPolynomials
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    Identifiers

    zbMATH DE Number
    6918351
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    Wikidata QID
    Q115058704
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