Distributional properties of continuous time processes: from CIR to bates
Crossref DOI link: https://doi.org/10.1007/s10182-022-00459-3
Published Online: 2022-08-25
Published Print: 2023-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Okhrin, Ostap
Rockinger, Michael http://orcid.org/0000-0001-9838-8370
Schmid, Manuel
Funding for this research was provided by:
University of Lausanne
Text and Data Mining valid from 2022-08-25
Version of Record valid from 2022-08-25
Article History
Received: 28 July 2021
Accepted: 27 June 2022
First Online: 25 August 2022