Pages that link to "Item:Q2485477"

The following pages link to Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477):

Displaying 8 items.

• On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
• Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Regularized reconstruction of a surface from its measured gradient field (Q2353416) (← links)
• Estimation and prediction of a non-constant volatility (Q2471733) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)