Pages that link to "Item:Q2931585"
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The following pages link to Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (Q2931585):
Displaying 13 items.
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Fitting jump models (Q1716432) (← links)
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322) (← links)
- Jump-diffusion models with constant parameters for financial log-return processes (Q2389758) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
- Bayesian parameter inference for models of the Black and Scholes type (Q3552646) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)
