Alternative models for stock price dynamics. (Q1398979): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0304-4076(03)00108-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2083685602 / rank
 
Normal rank

Latest revision as of 10:00, 30 July 2024

scientific article
Language Label Description Also known as
English
Alternative models for stock price dynamics.
scientific article

    Statements

    Alternative models for stock price dynamics. (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 August 2003
    0 references
    Efficient method of moments
    0 references
    Poisson jump processes
    0 references
    Stochastic volatility models
    0 references

    Identifiers