scientific article; zbMATH DE number 2070436

MaRDI QIDQ4466693zbMATH OpenFDO

Authors Monique Pontier

Publication date 8 June 2004

zbMATH Keywords

Black-Scholes modelDiffusion-Jumps mixed model

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cited in

(1)

• What does the tail of the distribution of current stock prices tell us about future economic activity?

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