Pages that link to "Item:Q2389758"
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The following pages link to Jump-diffusion models with constant parameters for financial log-return processes (Q2389758):
Displaying 10 items.
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
- Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (Q2931585) (← links)
- Optimal consumption problem in the Vasicek model (Q3455473) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Effects of intervaling on high-frequency realized higher-order moments (Q5139222) (← links)
- Risk-based premium evaluation with jump diffusion process for PBGC (Q6161003) (← links)