Work

Ornstein–Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility

Year: 2017

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2017.05.005

Authors: Fred Espen Benth, Barbara Rüdiger, Andre Süss

Institutions: University of Oslo, Centre for Advanced Study, University of Wuppertal

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Norges Forskningsråd

Award: G1308945495

OpenAlex ID: W2188988949

FWCI: 2.385

Cites: 20

Cited by: 21

Related to: 10