Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1469-7688 |
| Author | Dubarry, Cyrille, Douc, Randal |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 18:38 (UTC) |
| Created | May 10, 2026, 18:38 (UTC) |
| Identifier | hal-00832848 |
| Language | fr |
| contributor | Département Communications, Images et Traitement de l'Information (TSP - CITI) ; Télécom SudParis (TSP) ; Institut Mines-Télécom [Paris] (IMT)-Institut Polytechnique de Paris (IP Paris)-Institut Mines-Télécom [Paris] (IMT)-Institut Polytechnique de Paris (IP Paris) |
| creator | Dubarry, Cyrille |
| date | 2013-01-10T00:00:00 |
| harvest_object_id | 13d6ba2c-9071-4ab9-a6f7-04746fb7f06a |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-02-18T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1080/14697688.2012.738929 |
| set_spec | type:ART |