Abelian theorems for stochastic volatility models with application to the estimation of jump activity
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Publication:1761482
DOI10.1016/j.spa.2012.08.015zbMath1282.60083MaRDI QIDQ1761482
Publication date: 15 November 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.08.015
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