Correlated log-normal random variables under a multiscale volatility model
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Publication:2247624
DOI10.1155/2021/5916312zbMath1478.62172OpenAlexW3119605383MaRDI QIDQ2247624
Publication date: 17 November 2021
Published in: Advances in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/5916312
Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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