Superstatistics with cut-off tails for financial time series (Q2160075)
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scientific article; zbMATH DE number 7566418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superstatistics with cut-off tails for financial time series |
scientific article; zbMATH DE number 7566418 |
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Superstatistics with cut-off tails for financial time series (English)
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2 August 2022
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financial time series
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stochastic volatility model
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superstatistics
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option pricing
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Brownian yet non-Gaussian diffusion
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0.85135007
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0.84869236
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0.84422064
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0.8351101
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