Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation - MaRDI portal

Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
scientific article

    Statements

    Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (English)
    0 references
    0 references
    0 references
    11 August 2022
    0 references
    multivariate Lévy processes
    0 references
    fitting methods
    0 references
    correlation estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers