Jump diffusion model with application to the Japanese stock market (Q929689): Difference between revisions

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Latest revision as of 11:15, 28 June 2024

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Jump diffusion model with application to the Japanese stock market
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    Jump diffusion model with application to the Japanese stock market (English)
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    18 June 2008
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    jump diffusion model
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    bipower test
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    Kou's model
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    option pricing
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    Japanese stock market
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