Pages that link to "Item:Q3520395"
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The following pages link to A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395):
Displaying 9 items.
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Purchase timing models in marketing: a review (Q734448) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
