A practical approach to semideviation and its time scaling in a jump-diffusion process (Q4683098)
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scientific article; zbMATH DE number 6939301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical approach to semideviation and its time scaling in a jump-diffusion process |
scientific article; zbMATH DE number 6939301 |
Statements
A practical approach to semideviation and its time scaling in a jump-diffusion process (English)
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19 September 2018
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time scaling of risk
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semideviation
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jump diffusion
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stochastic volatility
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MCMC methods
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