Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409): Difference between revisions
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Revision as of 21:33, 19 March 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)
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29 May 2007
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stock price model
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Brownian process
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quadratic variation process
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Brownian stochastic integral
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Poisson process
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estimation
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