✦ LIBER ✦

On the Normal Inverse Gaussian Stochastic Volatility Model

✍ Scribed by Andersson, Jonas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Normal Inverse Gaussian Stochasti

✍ Jonas Andersson 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 550 KB

Normal Inverse Gaussian Distributions an

✍ Ole E. Barndorff-Nielsen 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB

A Maximum Likelihood Approach for Non-Ga

✍ Moshe Fridman and Lawrence Harris 📂 Article 📅 1998 🏛 American Statistical Association 🌐 English ⚖ 318 KB

Stochastic volatility model under a disc

✍ Dinghai Xu, John Knight 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 391 KB

THE MULTIVARIATE supOU STOCHASTIC VOLATI

✍ Ole Eiler Barndorff-Nielsen; Robert Stelzer 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

Integrated OU Processes and Non-Gaussian

✍ Ole E. Barndorff-Nielsen; Neil Shephard 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 348 KB