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Shot-Noise Processes in Finance - MaRDI portal

Shot-Noise Processes in Finance (Q4609026)

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scientific article; zbMATH DE number 6854748
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Shot-Noise Processes in Finance
scientific article; zbMATH DE number 6854748

    Statements

    title
    Shot-Noise Processes in Finance (English)
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    author
    Thorsten Schmidt
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    publication date
    29 March 2018
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    Mathematics Subject Classification ID
    62P05
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    60G55
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    60G57
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    zbMATH DE Number
    6854748
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    zbMATH Keywords
    shot-noise processes
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    OpenAlex ID
    W2581113742
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    arXiv ID
    1612.06616
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    cites work
    Q3799423
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    Q4481937
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    Q3974816
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    Q4778955
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    Q2844451
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    Q5439382
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    Q4435813
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    Q5821540
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    Q4230625
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    Q4714002
    0 references
    Q4937701
    0 references
     
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