A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588)
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scientific article; zbMATH DE number 7927020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets |
scientific article; zbMATH DE number 7927020 |
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A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (English)
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16 October 2024
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forward prices
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stochastic volatility
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leverage
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Ornstein-Uhlenbeck
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processes in Hilbert space
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positive definite operators
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Fourier transform
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Lévy processes
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