Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the asset price for the Barndorff-Nielsen and Shephard model |
scientific article |
Statements
Moments of the asset price for the Barndorff-Nielsen and Shephard model (English)
0 references
22 February 2019
0 references
moments
0 references
Lévy process
0 references
Barndorff-Nielsen and Shephard model
0 references
cumulant transform
0 references
Girsanov's theorem
0 references
