Jump diffusion model with application to the Japanese stock market (Q929689)
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scientific article; zbMATH DE number 5290609
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump diffusion model with application to the Japanese stock market |
scientific article; zbMATH DE number 5290609 |
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Jump diffusion model with application to the Japanese stock market (English)
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18 June 2008
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jump diffusion model
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bipower test
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Kou's model
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option pricing
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Japanese stock market
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0.7609331011772156
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0.7600515484809875
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0.754145622253418
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0.7524740695953369
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