✦ LIBER ✦

Extremal memory of stochastic volatility with an application to tail shape inference

✍ Scribed by Jonathan B. Hill

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Stochastic Order of Shape Variability

✍ Carlos Carleos; M. Concepción López-Díaz; Miguel López-Díaz 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 746 KB

Identification of solitary-wave solution

✍ Christo I. Christov; Tchavdar T. Marinov; Rossitza S. Marinova 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 715 KB