Counting jumps: does the counting process count?

DOI10.1080/14697688.2024.2357731MaRDI QIDQ7029713zbMATH OpenFDO

Authors Laura Ballotta, Gianluca Fusai, Daniele Marazzina

Publication date 10 February 2025

Published in Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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