Multiscale exponential Lévy-type models (Q4682996)
From MaRDI portal
scientific article; zbMATH DE number 6939208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale exponential Lévy-type models |
scientific article; zbMATH DE number 6939208 |
Statements
Multiscale exponential Lévy-type models (English)
0 references
19 September 2018
0 references
Lévy-type process
0 references
stochastic volatility
0 references
stochastic jump-intensity
0 references
multiscale
0 references
