Almost sure limit theorems for the maxima of stochastic volatility models
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Publication:5086638
DOI10.1080/17442508.2020.1755287zbMath1490.60068OpenAlexW3018611892MaRDI QIDQ5086638
Publication date: 6 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2020.1755287
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Stochastic models in economics (91B70) Strong limit theorems (60F15)
Cites Work
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