Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:34, 4 February 2024
scientific article; zbMATH DE number 5158854
| 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 5158854 |
Statements
Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (English)
0 references
29 May 2007
0 references
stock price model
0 references
Brownian process
0 references
quadratic variation process
0 references
Brownian stochastic integral
0 references
Poisson process
0 references
estimation
0 references
