Simultaneous modeling of price processes and transaction intensities

MaRDI QIDQ2567523zbMATH OpenFDO

Authors Joachim Grammig, Reinhard Hujer

Publication date 11 October 2005

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)

This page was built for publication: Simultaneous modeling of price processes and transaction intensities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2567523)