A switching self-exciting jump diffusion process for stock prices (Q2000696)
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scientific article; zbMATH DE number 7075030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A switching self-exciting jump diffusion process for stock prices |
scientific article; zbMATH DE number 7075030 |
Statements
A switching self-exciting jump diffusion process for stock prices (English)
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28 June 2019
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switching regime
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Hawkes process
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self-excited jumps
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jump diffusion process
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0.8279677033424377
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0.7877153754234314
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0.7582572102546692
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0.7531062364578247
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0.750387966632843
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