Multi-scaling of moments in stochastic volatility models (Q492947)
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scientific article
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| English | Multi-scaling of moments in stochastic volatility models |
scientific article |
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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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0.8302808403968811
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0.8154275417327881
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0.7618492841720581
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0.7500888705253601
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0.7399409413337708
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