Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/034612303100170091 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2090788235 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contingent claims valuation when the security price is a combination of an Itō process and a random point process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump‐diffusion Model for Exchange Rates in a Target Zone / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral methods for identifying scalar diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing with stochastic volatility models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio for a small investor in a market model with discontinuous prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fourier series method for measurement of multivariate volatilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank

Latest revision as of 20:16, 25 June 2024

scientific article; zbMATH DE number 5158855
Language Label Description Also known as
English
Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
scientific article; zbMATH DE number 5158855

    Statements

    Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (English)
    0 references
    29 May 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    mortality or failure time data
    0 references
    mixture model
    0 references
    decrement model
    0 references
    crude rates
    0 references
    parametric bootstrap
    0 references
    mortality tables
    0 references
    estimator
    0 references
    0 references