"Finite Mixture Approximation of CARMA(p, q) Models."

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji (2021)

> Home

Details and statistics

DOI: 10.1137/20M1363248

access: closed

type: Journal Article

metadata version: 2022-04-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/MercuriPR21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/MercuriPR21
Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji:
Finite Mixture Approximation of CARMA(p, q) Models. SIAM J. Financial Math. 12(4): 1416-1458 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.