Pages that link to "Item:Q715465"
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The following pages link to Jump diffusion models and the evolution of financial prices (Q715465):
Displaying 11 items.
- A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Ehrenfest model with large jumps in finance (Q1885847) (← links)
- Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893) (← links)
- Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322) (← links)
- Diffusion equations and the time evolution of foreign exchange rates (Q2354796) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model (Q2850848) (← links)
- Jump-Diffusion Models Driven by Lévy Processes (Q3112454) (← links)
- (Q3402938) (← links)
- (Q4925745) (← links)