Infinitesimal generators for two-dimensional Levy process-driven hypothesis testing Article

Roberts, Michael, SenGupta, Indranil. (2020). Infinitesimal generators for two-dimensional Levy process-driven hypothesis testing . Annals of Finance, 16(1), 121-139. 10.1007/s10436-019-00355-y

cited authors

  • Roberts, Michael; SenGupta, Indranil

authors

publication date

  • March 1, 2020

published in

keywords

  • Business & Economics
  • Business, Finance
  • Hypothesis tests
  • Infinitesimal generator
  • Levy process
  • Oil price
  • Social Sciences
  • Viscosity solution

Digital Object Identifier (DOI)

start page

  • 121

end page

  • 139

volume

  • 16

issue

  • 1