Finite Mixture Approximation of CARMA(p,q) Models (Q5013835)
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scientific article; zbMATH DE number 7438177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Mixture Approximation of CARMA(p,q) Models |
scientific article; zbMATH DE number 7438177 |
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Finite Mixture Approximation of CARMA(p,q) Models (English)
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2 December 2021
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continuous-time ARMA processes
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transition density
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pricing derivatives
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