Abelian theorems for stochastic volatility models with application to the estimation of jump activity. Belomestny, D. & Panov, V. Stochastic Process. Appl., 123(1):15–44, 2013.
Abelian theorems for stochastic volatility models with application to the estimation of jump activity [link]Paper  doi  bibtex   
@article {MR2988108,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Abelian theorems for stochastic volatility models with
              application to the estimation of jump activity},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {123},
      YEAR = {2013},
    NUMBER = {1},
     PAGES = {15--44},
      ISSN = {0304-4149},
   MRCLASS = {60J75 (60G51 62F12 62G05 62M05 62P05)},
  MRNUMBER = {2988108},
MRREVIEWER = {Thorsten Schmidt},
       DOI = {10.1016/j.spa.2012.08.015},
       URL = {https://doi.org/10.1016/j.spa.2012.08.015},
}

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