Alòs Type Decomposition Formula for Barndorff-Nielsen and Shephard Model

Authors

Takuji Arai, Keio University, 2-15-45 Mita, Minato-ku, Tokyo, 108-8345, JapanFollow

Recommended Citation

Arai, Takuji (2021) "Alòs Type Decomposition Formula for Barndorff-Nielsen and Shephard Model," Journal of Stochastic Analysis: Vol. 2: No. 2, Article 3.
DOI: 10.31390/josa.2.2.03
Available at: https://repository.lsu.edu/josa/vol2/iss2/3

DOI

10.31390/josa.2.2.03