CBI-time-changed Lévy processes for multi-currency modeling (Q6549592)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: CBI-time-changed Lévy processes for multi-currency modeling |
scientific article; zbMATH DE number 7859337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CBI-time-changed Lévy processes for multi-currency modeling |
scientific article; zbMATH DE number 7859337 |
Statements
CBI-time-changed Lévy processes for multi-currency modeling (English)
0 references
4 June 2024
0 references
Lévy processes
0 references
FX market
0 references
multi-currency market
0 references
branching process
0 references
self-exciting process
0 references
stochastic volatility
0 references
affine process
0 references
0 references
0 references
0 references
0 references
