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Lévy process
Stochastischer Prozess
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stochastic differential equation
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Hess, Markus
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Brockwell, P.
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Lee, Sangyeol
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Masuda, Hiroki
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Annals of the Institute of Statistical Mathematics
1
International journal of theoretical and applied finance
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International journal of theoretical and applied finance : IJTAF
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Statistical Inference for Stochastic Processes
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Vix modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
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2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
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3
Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
Lee, Sangyeol
;
Masuda, Hiroki
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10008456193
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4
Lévy-Driven Carma Processes
Brockwell, P.
- In:
Annals of the Institute of Statistical Mathematics
53
(
2001
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10005169155
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