Pages that link to "Item:Q2510697"
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The following pages link to Fractional integrated GARCH diffusion limit models (Q2510697):
Displaying 4 items.
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- An approximate approach to fractional analysis for finance (Q2490081) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)