Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models |
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Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (English)
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4 May 2015
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Barndorff-Nielsen and Shephard model
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symmetry
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Bates' rule
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Ornstein-Uhlenbeck process
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