Quadratic variation, models, applications and lessons (Q2170296)

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scientific article
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Quadratic variation, models, applications and lessons
scientific article

    Statements

    title
    Quadratic variation, models, applications and lessons (English)
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    author
    Dilip B. Madan
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    King-Hang Wang
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    publication date
    30 August 2022
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    zbMATH Keywords
    bilateral gamma
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    Sato process
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    volatility of variance
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    self decomposable laws
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    Sato Lévy mixtures
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G18
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    60G51
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    zbMATH DE Number
    7578224
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    OpenAlex ID
    W3216665224
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    DOI
    10.3934/FMF.2021007
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