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Time Change, Volatility, and Turbulence - MaRDI portal

Time Change, Volatility, and Turbulence (Q3528725)

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English
Time Change, Volatility, and Turbulence
scientific article

    Statements

    title
    Time Change, Volatility, and Turbulence (English)
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    publication date
    17 October 2008
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    zbMATH Keywords
    Volatility modulated Volterra processes
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    turbulence
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    time-change
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    universality
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    91G10
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    76F10
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    zbMATH DE Number
    5353213
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    OpenAlex ID
    W4861276
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