Numerical demodulation of a Gaussian white noise modulated in amplitude by a deterministic volatility
Călin Vamoş,Maria CrăciunVolume:
86
Language:
english
Journal:
The European Physical Journal B
DOI:
10.1140/epjb/e2013-31072-x
Date:
April, 2013
File:
PDF, 431 KB
english, 2013