Unified Moment-Based Modeling of Integrated Stochastic Processes
- Ioannis Kyriakou ,
Corresponding Author
Ioannis Kyriakou
[email protected]https://orcid.org/0000-0001-9592-596X
Faculty of Actuarial Science & Insurance, Bayes Business School (formerly Cass), City, University of London, London EC1Y 8TZ, United Kingdom;
- Riccardo Brignone ,
Riccardo Brignone
[email protected]https://orcid.org/0000-0001-8282-8036
Department of Quantitative Finance, Faculty of Economics and Behavioural Science, University of Freiburg, 79098 Freiburg im Breisgau, Germany;
- Gianluca Fusai
Gianluca Fusai
[email protected]https://orcid.org/0000-0001-9215-2586
Dipartimento di Studi per l’Economia e l’Impresa, Università del Piemonte Orientale, 28100 Novara, Italy;Faculty of Finance, Bayes Business School (formerly Cass), City, University of London, London EC1Y 8TZ, United Kingdom
Corresponding Author
Ioannis Kyriakou
[email protected]https://orcid.org/0000-0001-9592-596X
Faculty of Actuarial Science & Insurance, Bayes Business School (formerly Cass), City, University of London, London EC1Y 8TZ, United Kingdom;
Riccardo Brignone
[email protected]https://orcid.org/0000-0001-8282-8036
Department of Quantitative Finance, Faculty of Economics and Behavioural Science, University of Freiburg, 79098 Freiburg im Breisgau, Germany;
Gianluca Fusai
[email protected]https://orcid.org/0000-0001-9215-2586
Dipartimento di Studi per l’Economia e l’Impresa, Università del Piemonte Orientale, 28100 Novara, Italy;Faculty of Finance, Bayes Business School (formerly Cass), City, University of London, London EC1Y 8TZ, United Kingdom
