Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (Q5407031)
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scientific article; zbMATH DE number 6279830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect |
scientific article; zbMATH DE number 6279830 |
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Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (English)
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4 April 2014
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Ornstein-Uhlenbeck process
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moment matching
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moment generating function
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discrete process
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thick size
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steady state
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