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Hybrid scheme for Brownian semistationary processes - MaRDI portal

Hybrid scheme for Brownian semistationary processes (Q136862)

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scientific article from arXiv
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Hybrid scheme for Brownian semistationary processes
scientific article from arXiv

    Statements

    publication date
    10 July 2015
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    arXiv classification
    math.PR
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    q-fin.PR
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    author
    Mikkel Bennedsen
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    Asger Lunde
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    Mikko S. Pakkanen
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    Identifiers

    arXiv ID
    1507.03004v4
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    Mathematics Subject Classification ID
    60G12
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    60G22
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    65C20
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    91G60
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    62M09
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