Testing for diffusion in a discretely observed semimartingale (Q2511575): Difference between revisions

@@ Property / DOI @@
-.1016/j.jkss.2010.03.004
@@ Property / DOI: 10.1016/j.jkss.2010.03.004 / rank @@
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@@ Property / author @@
-Bing-Yi Jing
@@ Property / author: Bing-Yi Jing / rank @@
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@@ Property / author @@
+Bing-Yi Jing
@@ Property / author: Bing-Yi Jing / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2010.03.004
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@@ Property / OpenAlex ID @@
+W2013492420
@@ Property / OpenAlex ID: W2013492420 / rank @@
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@@ Property / cites work @@
+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
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+Lévy Processes and Stochastic Calculus
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+Affine processes and applications in finance
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+Testing and detecting jumps based on a discretely observed process
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+Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Q4778955
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+A Jump-Diffusion Model for Option Pricing
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+La variation d'ordre p des semi-martingales
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+Analyzing the Fine Structure of Continuous Time Stochastic Processes
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@@ Property / DOI @@
+.1016/J.JKSS.2010.03.004
@@ Property / DOI: 10.1016/J.JKSS.2010.03.004 / rank @@
+Normal rank