The probability distribution of returns in the exponential Ornstein-Uhlenbeck model (Q5239449)
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scientific article; zbMATH DE number 7120610
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| English | The probability distribution of returns in the exponential Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 7120610 |
Statements
The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (English)
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22 October 2019
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models of financial markets
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stochastic processes
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0.785186767578125
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0.7781274318695068
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0.751589298248291
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0.7280219197273254
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0.7260100841522217
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