Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177): Difference between revisions

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-.1016/j.ejor.2011.05.011
@@ Property / DOI: 10.1016/j.ejor.2011.05.011 / rank @@
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+A SHOT NOISE MODEL FOR FINANCIAL ASSETS
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+.1016/J.EJOR.2011.05.011
@@ Property / DOI: 10.1016/J.EJOR.2011.05.011 / rank @@
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