Moments of the asset price for the Barndorff-Nielsen and Shephard model
Crossref DOI link: https://doi.org/10.1007/s10986-018-9416-1
Published Online: 2018-11-15
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ihsan, Atif
SenGupta, Indranil
Text and Data Mining valid from 2018-10-01
Article History
Received: 13 April 2018
Revised: 13 August 2018
First Online: 15 November 2018