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Unified moment-based modeling of integrated stochastic processes - MaRDI portal

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Unified moment-based modeling of integrated stochastic processes (Q6598921)

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scientific article; zbMATH DE number 7907218
Language Label Description Also known as
English
Unified moment-based modeling of integrated stochastic processes
scientific article; zbMATH DE number 7907218

    Statements

    title
    Unified moment-based modeling of integrated stochastic processes (English)
    0 references
    author
    Ioannis Kyriakou
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    Riccardo Brignone
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    Gianluca Fusai
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    publication date
    5 September 2024
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    zbMATH Keywords
    stochastic volatility
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    reducible models
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    Pearson curves
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    moments
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    60H99
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    60H05
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    60H35
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    zbMATH DE Number
    7907218
    0 references
     
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