Brownian semistationary processes and conditional full support
Mikko S. Pakkanen
| Year of publication: |
2011
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|---|---|
| Authors: | Pakkanen, Mikko S. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 4, p. 579-586
|
| Subject: | Brownian semistationary process | conditional full support | non-semimartingale | transaction costs | Theorie | Theory | Stochastischer Prozess | Stochastic process | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009269353