Jump diffusion model with application to the Japanese stock market (Q929689)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump diffusion model with application to the Japanese stock market |
scientific article; zbMATH DE number 5290609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump diffusion model with application to the Japanese stock market |
scientific article; zbMATH DE number 5290609 |
Statements
Jump diffusion model with application to the Japanese stock market (English)
0 references
18 June 2008
0 references
jump diffusion model
0 references
bipower test
0 references
Kou's model
0 references
option pricing
0 references
Japanese stock market
0 references
0 references
0 references
