A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372)
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scientific article; zbMATH DE number 7196066
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| English | A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices |
scientific article; zbMATH DE number 7196066 |
Statements
A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (English)
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4 May 2020
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switching process
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self-excited process
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jump-diffusions
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0.7964646220207214
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0.7454254031181335
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0.7312813401222229
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0.7309194207191467
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0.7278285026550293
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