VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (Q5377003)
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scientific article; zbMATH DE number 7057296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 7057296 |
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VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (English)
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21 May 2019
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stochastic volatility
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Shannon information
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geometric probability theory
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