Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116)
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scientific article; zbMATH DE number 7027431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the asset price for the Barndorff-Nielsen and Shephard model |
scientific article; zbMATH DE number 7027431 |
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Moments of the asset price for the Barndorff-Nielsen and Shephard model (English)
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22 February 2019
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moments
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Lévy process
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Barndorff-Nielsen and Shephard model
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cumulant transform
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Girsanov's theorem
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