Double-smoothed drift estimation of jump-diffusion model (Q4976281)
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scientific article; zbMATH DE number 6754476
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| English | Double-smoothed drift estimation of jump-diffusion model |
scientific article; zbMATH DE number 6754476 |
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Double-smoothed drift estimation of jump-diffusion model (English)
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27 July 2017
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continuous time model
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double-smoothed
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drift estimation
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jump-diffusion model
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local time
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0.89792717
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0.8960868
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0.87913513
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0.8775464
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0.87702626
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0.8766704
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0.87289757
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0.8718053
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0.8709429
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