Pages that link to "Item:Q2174174"
From MaRDI portal
The following pages link to Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing (Q2174174):
Displaying 4 items.
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
- Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)
