Calculating the index of volatility in inhomogeneous Levy models (Q2287149)

From MaRDI portal
Revision as of 07:35, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Calculating the index of volatility in inhomogeneous Levy models
scientific article

    Statements

    Calculating the index of volatility in inhomogeneous Levy models (English)
    0 references
    0 references
    0 references
    23 January 2020
    0 references
    volatility index
    0 references
    Levy process
    0 references
    gamma-dispersion model
    0 references

    Identifiers