Eigenvalue statistics of Elliptic Volatility Model with power-law tailed volatility
From MaRDI portal
Publication:6520182
zbMatharXiv:2402.02133MaRDI QIDQ6520182
Svetlana Malysheva, Anna V. Maltsev
Publication date: 1 January 1
This page was built for publication: Eigenvalue statistics of Elliptic Volatility Model with power-law tailed volatility