Unified moment-based modeling of integrated stochastic processes
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 | Momentenmethode | Method of moments |
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