Workshop on Financial Time Series, Levy Processes, Stochastic Volatility and Applications of Shot Noise Processes
Event name
Workshop on Financial Time Series, Levy Processes, Stochastic Volatility and Applications of Shot Noise Processes
Event type
Event for scientific audience
Start date
22-05-2001
Location
Vienna, Austria
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 | Nicolato, Elisa | On multivarate extensions of Ornstein-Uhlenbeck type stochastic volatility models | Präsentation Presentation | 2001 | |
| 2 | Tompkins, Robert G. | The sampling properties of a moment matching method | Präsentation Presentation | 2001 |