"Hybrid scheme for Brownian semistationary processes."

Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen (2017)

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DOI: 10.1007/S00780-017-0335-5

access: open

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BennedsenLP17
Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen:
Hybrid scheme for Brownian semistationary processes. Finance Stochastics 21(4): 931-965 (2017)

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