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Fabio Gobbi
at Univ degli Studi di Firenze
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Publications (1)
Proceedings Article | 15 June 2007 Paper
Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps
Fabio Gobbi, Cecilia Mancini
Proceedings Volume 6601, 660111 (2007) https://doi.org/10.1117/12.724566
KEYWORDS: Diffusion, Stochastic processes, Complex systems, Electronic filtering, Probability theory, Estimation theory, Error analysis, Ranging
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