Finite mixture approximation of CARMA(p,q) models (Q5013835)
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scientific article; zbMATH DE number 7438177
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Finite mixture approximation of CARMA(p,q) models |
scientific article; zbMATH DE number 7438177 |
Statements
Finite Mixture Approximation of CARMA(p,q) Models (English)
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2 December 2021
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continuous-time ARMA processes
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transition density
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pricing derivatives
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0.7340716123580933
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0.7280809283256531
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0.7249656319618225
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0.7249029278755188
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0.7224917411804199
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