Testing for jumps and jump intensity path dependence (Q1753059)
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scientific article; zbMATH DE number 6873125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for jumps and jump intensity path dependence |
scientific article; zbMATH DE number 6873125 |
Statements
Testing for jumps and jump intensity path dependence (English)
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25 May 2018
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diffusion model
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jump intensity
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jump size density
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tricity
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0.893578827381134
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0.8484915494918823
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0.8434715867042542
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0.8350701332092285
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0.8199129104614258
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