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scientific article; zbMATH DE number 2070436

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Publication:4466693
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zbMATH Open1061.91031MaRDI QIDQ4466693FDOQ4466693


Authors: Monique Pontier Edit this on Wikidata


Publication date: 8 June 2004



Title of this publication is not available (Why is that?)



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zbMATH Keywords

Black-Scholes modelDiffusion-Jumps mixed model


Mathematics Subject Classification ID

Economic time series analysis (91B84)



Cited In (1)

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





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