Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600)
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scientific article; zbMATH DE number 6814133
| Language | Label | Description | Also known as |
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| English | Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index |
scientific article; zbMATH DE number 6814133 |
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Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (English)
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30 November 2017
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Barndorff-Nielsen and Shephard model
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variance swap
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stochastic volatility
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price index
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weak convergence
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