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

Ole E. Barndorff-Nielsen

  1. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
    2012/10/04 by Ole E. Barndorff–Nielsen, Ole E. Barndorff-Nielsen, Fred Espen Benth +4 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #math.PR