Integration of CARMA processes and spot volatility modelling (Q2852488)
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scientific article; zbMATH DE number 6214212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration of CARMA processes and spot volatility modelling |
scientific article; zbMATH DE number 6214212 |
Statements
Integration of CARMA processes and spot volatility modelling (English)
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9 October 2013
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Lévy process
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continuous-time ARMA process
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integrated CARMA process
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stochastic volatility
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0.8458195
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0.8389462
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0.82687485
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0.8179999
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0.8142314
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0.8128711
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0.8122686
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0.8118695
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