Distributional properties of continuous time processes: from CIR to bates (Q6065669)
From MaRDI portal
scientific article; zbMATH DE number 7765565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional properties of continuous time processes: from CIR to bates |
scientific article; zbMATH DE number 7765565 |
Statements
Distributional properties of continuous time processes: from CIR to bates (English)
0 references
15 November 2023
0 references
higher moments
0 references
distributional properties
0 references
stochastic volatility
0 references
jump diffusion
0 references
CIR process
0 references
square-root process
0 references
0 references
