From tick data to semimartingales (Q2240473)
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scientific article; zbMATH DE number 7420070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | From tick data to semimartingales |
scientific article; zbMATH DE number 7420070 |
Statements
From tick data to semimartingales (English)
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4 November 2021
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continuous time
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convergence
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high frequency
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Lévy process
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scaling
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semimartingale
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stochastic volatility
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0.8465932
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0.8431111
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0.8430202
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0.8385732
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0.8350722
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0.8350722
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