Almost sure limit theorems for the maxima of stochastic volatility models

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Publication:5086638

DOI10.1080/17442508.2020.1755287zbMath1490.60068OpenAlexW3018611892MaRDI QIDQ5086638

Zhongquan Tan, Jinghong Xiao

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







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