Is a pure jump process fitting the high frequency data better than a jump-diffusion process? (Q1926545)
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scientific article; zbMATH DE number 6119036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is a pure jump process fitting the high frequency data better than a jump-diffusion process? |
scientific article; zbMATH DE number 6119036 |
Statements
Is a pure jump process fitting the high frequency data better than a jump-diffusion process? (English)
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28 December 2012
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diffusion
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pure jump process
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semi-martingales
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0.8944295644760132
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0.7938063144683838
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0.7928569912910461
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