Testing for jumps and jump intensity path dependence (Q1753059)
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scientific article; zbMATH DE number 6873125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps and jump intensity path dependence |
scientific article; zbMATH DE number 6873125 |
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Testing for jumps and jump intensity path dependence (English)
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25 May 2018
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diffusion model
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jump intensity
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jump size density
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tricity
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