Almost sure limit theorems for the maxima of stochastic volatility models
Work
Year: 2020
Type: article
Source: Stochastics
Authors Jinghong Xiao, Zhongquan Tan
Institution Jiaxing University
Cites: 22
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant ID 11501250