Stochastic integration for uncoupled continuous-time random walks
Year of publication: |
2008-02-25
|
---|---|
Authors: | Scalas, Enrico ; Germano, Guido ; Politi, Mauro ; Schilling, René L. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Continuous-time random walks | models of tick-by-tick financial data | stochastic integration |
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