JSTOR Daily

A Weak Convergence Theorem for the Empirical Characteristic Function

This is a preview. Log in through your library . Abstract The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary ...
JSTOR Daily

CHARACTERISTIC FUNCTIONS OF LIFTINGS

Journal of Operator Theory, Vol. 65, No. 1 (Winter 2011), pp. 17-45 (29 pages) We introduce characteristic functions for certain contractive liftings of row contractions. These are multi-analytic ...
insider.si.edu

The structure of atmospheric turbulence [by] John L. Lumley [and] Hans A. Panofsky

STATISTICAL DESCRIPTION OF TURBULENCE: Averages and operations -- Probabilities for one-dimensional scalar functions -- Moments and characteristic functions -- Joint densities and distributions -- ...
Risk

Robust option pricing with characteristic functions and the B-spline order of density projection

This paper extends and refines the method of option pricing by frame projection of riskneutral densities to incorporate general basis splines (B-splines), including the cubic basis, and general payoff ...
Kellogg School of Management

Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications

Citations: Todorov, Viktor, Carsten Chong. 2025. Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications. Bernoulli.