An asymptotic theory for jump diffusion models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 3448490 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- A note on limit theorems for multivariate martingales
- An Occupation Time Theorem for A Class of Stochastic Processes
- Asymptotics for recurrent diffusions with application to high frequency regression
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
- ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
- Invariant measure for diffusions with jumps
- Limit theorems for null recurrent Markov processes
- Lévy Processes and Stochastic Calculus
- Mathematical methods for financial markets.
- On a problem of statistical inference in null recurrent diffusions
- On the functional estimation of jump-diffusion models.
- Option pricing when underlying stock returns are discontinuous
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
- Stability for multidimensional jump-diffusion processes
- Stationarity-based specification tests for diffusions when the process is nonstationary
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
- Weak limit theorems for stochastic integrals and stochastic differential equations
This page was built for publication: An asymptotic theory for jump diffusion models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6874770)