Pages that link to "Item:Q635177"
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The following pages link to Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177):
Displaying 5 items.
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- On a new shot noise process and the induced survival model (Q1617325) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
