Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177)
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scientific article; zbMATH DE number 5940389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties and economic implications of jump-diffusion processes with shot-noise effects |
scientific article; zbMATH DE number 5940389 |
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Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (English)
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19 August 2011
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finance
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shot-noise
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characteristic function
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generalized method of moments
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