On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements

Details

Request a copyRequest a copy
Serval ID
serval:BIB_99AD0BBC09D0
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements
Journal
Far East Journal of Theoretical Statistics
Author(s)
Neuenschwander  D.
ISSN
0972-0863
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
28
Number
2
Pages
117-131
Language
english
Keywords
compound Poisson process, Hull-White model, retrieval of law of process, Heisenberg group.
OAI-PMH
oai:serval.unil.ch:BIB_99AD0BBC09D0
Create date
08/02/2010 16:06
Last modification date
21/08/2019 5:17
Usage data