Kolmogorov Modes And Linear Response Of Jump-diffusion Models
Chekroun, M.D., Zagli, N. and Lucarini, V., 2025. Kolmogorov modes and linear response of jump-diffusion models. Reports on Progress in Physics, 88(12), p.127601. doi:10.1088/1361-6633/ae2206
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Kolmogorov Modes And Linear Response Of Jump-diffusion Models
Chekroun, M.D., Zagli, N. and Lucarini, V., 2025. Kolmogorov modes and linear response of jump-diffusion models. Reports on Progress in Physics, 88(12), p.127601. doi:10.1088/1361-6633/ae2206
Chekroun_et_al_Kolmogorov_modes_jump_diffusion_models_RepProgPhys2025.pdf