Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...
This is a preview. Log in through your library . Abstract The spectral multiplicity and spectral type of a class of stochastic processes which arise as the output of causal, linear filters with white ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback