vix.ing · top · new · best · stats · spec

Richardson, Robert

  1. Expanding the Standard Diffusion Process to Specified Non-Gaussian Marginal Distributions
    2025/08/05 by Robert Richardson, H. Dennis Tolley, Richardson, Robert +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications