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Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E. - In: Finance and stochastics 2 (1998) 1, pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - In: Finance and stochastics 21 (2017) 4, pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
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Apparent scaling
Barndorff-Nielsen, Ole E.; Prause, Karsten - In: Finance and stochastics 5 (2001) 1, pp. 103-113
Persistent link: https://www.econbiz.de/10001553054
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Apparent scaling
Barndorff-Nielsen, Ole E.; Prause, Karsten - In: Finance and stochastics 5 (2001) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10008217234