Jump diffusion model with application to the Japanese stock market (Q929689)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump diffusion model with application to the Japanese stock market |
scientific article |
Statements
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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