Unified moment-based modeling of integrated stochastic processes
Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai
| Year of publication: |
2024
|
|---|---|
| Authors: | Kyriakou, Ioannis ; Brignone, Riccardo ; Fusai, Gianluca |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 4, p. 1630-1653
|
| Subject: | simulation | Simulation | linear and nonlinear reducible models | moments | Pearson curves | stochastic volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045661