The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX |
scientific article |
Statements
The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (English)
0 references
8 June 2012
0 references
quadratic variation options
0 references
VGSSD process
0 references
independent beta variates
0 references
0 references
