Jump-diffusion models with constant parameters for financial log-return processes (Q2389758)
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scientific article; zbMATH DE number 5580424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump-diffusion models with constant parameters for financial log-return processes |
scientific article; zbMATH DE number 5580424 |
Statements
Jump-diffusion models with constant parameters for financial log-return processes (English)
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18 July 2009
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jump-diffusion processes
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random jump amplitude
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log-returns
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fat tails
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goodness of fit
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multinomial maximum likelihood estimation
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0.7600515484809875
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0.7496288418769836
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0.7484655380249023
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0.7466047406196594
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