Asymptotics for multifactor Volterra type stochastic volatility models (Unknown)
- New search for: Catalini, Giulia
- New search for: Pacchiarotti, Barbara
- New search for: Catalini, Giulia
- New search for: Pacchiarotti, Barbara
In:
Stochastic Analysis and Applications
;
41
, 6
;
1025-1055
;
2023
- Article (Journal) / Electronic Resource
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Title:Asymptotics for multifactor Volterra type stochastic volatility models
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Contributors:Catalini, Giulia ( author ) / Pacchiarotti, Barbara ( author )
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Published in:Stochastic Analysis and Applications ; 41, 6 ; 1025-1055
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Publisher:
- New search for: Taylor & Francis
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Publication date:2023-11-02
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Size:31 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents – Volume 41, Issue 6
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1025
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Asymptotics for multifactor Volterra type stochastic volatility modelsCatalini, Giulia / Pacchiarotti, Barbara et al. | 2023
- 1056
-
Stochastic interconnected hybrid dynamic modeling for time-to-event processesAppiah, Emmanuel A. / Ladde, G. S. / Ladde, Jay G. et al. | 2023
- 1099
-
Asymptotic of the running maximum distribution of a Gaussian BridgeAbundo, Mario et al. | 2023
- 1119
-
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motionMishra, M. N. / Prakasa Rao, B. L. S. et al. | 2023
- 1136
-
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spacesFonseca-Mora, Christian A. et al. | 2023
- 1155
-
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switchingChen, Zhang / Sun, Xiaoxiao / Yang, Dandan et al. | 2023
- 1191
-
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the planeMichta, Mariusz et al. | 2023
- 1231
-
A stochastic differential equation SIS model on network under Markovian switchingBonaccorsi, Stefano / Ottaviano, Stefania et al. | 2023
- 1260
-
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noisesDa, Nguyen Tien / She, Lianbing et al. | 2023