1 results
METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 4 / October 2021
- Published online by Cambridge University Press:
- 02 June 2020, pp. 975-1004
-
- Article
- Export citation