On the functional estimation of jump-diffusion models. (Q1398983)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the functional estimation of jump-diffusion models. |
scientific article |
Statements
On the functional estimation of jump-diffusion models. (English)
0 references
7 August 2003
0 references
Harris recurrence
0 references
Jump-diffusion models
0 references
Financial time series
0 references