calculateK2

<p>a float, the smoothness parameter of the BSS process</p>

alpha

internal

Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in
Bennedsen, Lunde, Pakkannen (2017) <arXiv:1507.03004v4>, as well as functions to fit BSS processes
to data, and functions to estimate the stochastic volatility process of a BSS process.

calculateK2: Caclulate K_2 for a BSS process

Description

Usage

Arguments