Multi-scaling of moments in stochastic volatility models (Q492947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-scaling of moments in stochastic volatility models |
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Multi-scaling of moments in stochastic volatility models (English)
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21 August 2015
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stochastic volatility models
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continuous-time martingale
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multi-scaling
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heavy tails
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Lévy process
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