Kindap, Yaman
- Point process simulation of generalised hyperbolic Lévy processes
2023/03/18 by Yaman Kindap, Kindap, Yaman, Simon Godsill +1 · 2 citations
Economics, Econometrics and Finance · Computer Science · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Bayesian Methods and Mixture Models