Volatility determination in an ambit process setting (Q3094490)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Volatility determination in an ambit process setting |
scientific article |
Statements
Volatility determination in an ambit process setting (English)
0 references
25 October 2011
0 references
ambit field
0 references
realized quadratic variation
0 references
memorylessness
0 references