Quadratic variation, models, applications and lessons (Q2170296)
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scientific article; zbMATH DE number 7578224
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quadratic variation, models, applications and lessons |
scientific article; zbMATH DE number 7578224 |
Statements
Quadratic variation, models, applications and lessons (English)
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30 August 2022
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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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0.7961208820343018
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0.7926862835884094
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0.7887434959411621
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0.7741209268569946
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0.7675402164459229
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