Hybrid scheme for Brownian semistationary processes (Q136862)

From MaRDI portal
Revision as of 13:11, 24 April 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article from arXiv
Language Label Description Also known as
English
Hybrid scheme for Brownian semistationary processes
scientific article from arXiv

    Statements

    publication date
    10 July 2015
    0 references
    arXiv classification
    math.PR
    0 references
    q-fin.PR
    0 references
    author
    Mikkel Bennedsen
    0 references
    Asger Lunde
    0 references
    Mikko S. Pakkanen
    0 references

    Identifiers

    arXiv ID
    1507.03004v4
    0 references
    Mathematics Subject Classification ID
    60G12
    0 references
    60G22
    0 references
    65C20
    0 references
    91G60
    0 references
    62M09
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q136862&oldid=192656"
      Powered by MediaWiki