Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage in jump-diffusion models with compound Poisson processes |
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Statistical arbitrage in jump-diffusion models with compound Poisson processes (English)
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5 July 2022
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statistical arbitrage
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jump-diffusion model
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compound Poisson process
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Monte Carlo simulation
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