Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409)
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scientific article; zbMATH DE number 5158854
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| English | Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model |
scientific article; zbMATH DE number 5158854 |
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Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (English)
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29 May 2007
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stock price model
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Brownian process
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quadratic variation process
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Brownian stochastic integral
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Poisson process
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estimation
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0.90451384
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0.89982414
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0.8920307
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0.8913014
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0.88455963
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0.8788479
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0.8715184
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