Jump-diffusion models of German stock returns (Q3358110)
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scientific article; zbMATH DE number 4211341
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Jump-diffusion models of German stock returns |
scientific article; zbMATH DE number 4211341 |
Statements
Jump-diffusion models of German stock returns (English)
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1991
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DAX stock index
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Poisson-type jump-diffusion process
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observed return distributions of German stocks
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asset pricing models
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