Multiscale exponential Lévy-type models (Q4682996)
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scientific article; zbMATH DE number 6939208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale exponential Lévy-type models |
scientific article; zbMATH DE number 6939208 |
Statements
Multiscale exponential Lévy-type models (English)
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19 September 2018
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Lévy-type process
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stochastic volatility
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stochastic jump-intensity
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multiscale
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