Modelling asynchronous assets with jump-diffusion processes (Q2417140)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling asynchronous assets with jump-diffusion processes |
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Modelling asynchronous assets with jump-diffusion processes (English)
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11 June 2019
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jump-diffusion
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asset pricing
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model calibration
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missing data
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maximum likelihood estimation
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multivariate jump-diffusion model
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