Work

On Central Limit Theorems for Power Variations of the Solution to the Stochastic Heat Equation

Year: 2019

Type: conference-paper

Source: Springer proceedings in mathematics & statistics

DOI: 10.1007/978-3-030-28665-1_5

Authors: Markus Bibinger, Mathias Trabs

Institutions: Philipps University of Marburg, Universität Hamburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2907950873

FWCI: 16.74

Cites: 14

Cited by: 25

Related to: 10