scadsfct > volatility diffusion jump stochastic | PUMA

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1Distributional properties of continuous time processes: from CIR to bates
O. Okhrin, M. Rockinger, and M. Schmid. AStA Advances in Statistical Analysis, 107 (3): 397-419 (September 2023)
2 months ago by @scadsfct
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topic_engineering
CIR
Distributional
Higher
Jump
Squar
Stochastic
diffusion
moments
process
properties
volatility
topic_engineeringCIRDistributionalHigherJumpSquarStochasticdiffusionmomentsprocesspropertiesvolatility
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