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

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-.1016/j.jkss.2010.03.004
@@ Property / DOI: 10.1016/j.jkss.2010.03.004 / rank @@
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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+Lévy Processes and Stochastic Calculus
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+Stochastic Volatility for Lévy Processes
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+Financial Modelling with Jump Processes
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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