Workshop on Levy processes, stochastic volatility and realised power variation
Event name
Workshop on Levy processes, stochastic volatility and realised power variation
Event type
Event for scientific audience
Start date
05-12-2001
Location
Nuffield College, Oxford, UK
Country
Austria
Solo Exhibition
Solo Exhibition
Event format Veranstaltungsformat
On Site
Results 1-2 of 2 (Search time: 0.002 seconds).
| Preview | Authors / Editors | Title | Type | Issue Date | |
|---|---|---|---|---|---|
| 1 | Hubalek, Friedrich | The development of a computational library for Lévy processes and OU based SV | Präsentation Presentation | 2001 | |
| 2 | Tompkins, Robert G. | The Relation between Implied and Realised Probability Density Functions | Präsentation Presentation | 2001 |