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Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation - MaRDI portal

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Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation (Q6623162)

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scientific article; zbMATH DE number 7930713
Language Label Description Also known as
English
Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation
scientific article; zbMATH DE number 7930713

    Statements

    title
    Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation (English)
    0 references
    author
    Lancelot F. James
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    Gernot Müller
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    Zhiyuan Zhang
    0 references
    publication date
    23 October 2024
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    Identifiers

    zbMATH DE Number
    7930713
    0 references
     
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