The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585)
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| 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 |
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The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (English)
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8 June 2012
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quadratic variation options
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VGSSD process
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independent beta variates
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