Related Books

Estimation of Jump-Diffusion Processes With Shot-Noise Effects
Language: en
Pages: 47

Estimation of Jump-Diffusion Processes With Shot-Noise Effects

Authors: Manuel Moreno
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

This paper analyses the evolution through time of stock prices considering an extension of jump diffusion processes that incorporates Shot Noise effects. This e
Estimation of Jump-diffusion Processes Via Empirical Characteristic Functions
Language: en
Pages: 0

Estimation of Jump-diffusion Processes Via Empirical Characteristic Functions

Authors: Maria Semenova
Categories:
Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Thèse. HEC. 2006
Ill-posedness of Parameter Estimation in Jump Diffusion Processes
Language: en
Pages:

Ill-posedness of Parameter Estimation in Jump Diffusion Processes

Authors: Dana Düvelmeyer
Categories:
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

Parameters Estimation for Jump-diffusion Process Based on Low and High Frequency Data
Language: en
Pages: 94

Parameters Estimation for Jump-diffusion Process Based on Low and High Frequency Data

Authors: Cai Zhu
Categories: Diffusion
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Parameter Estimation for the Drift of a Time-inhomogeneous Jump Diffusion Process
Language: en
Pages: 17

Parameter Estimation for the Drift of a Time-inhomogeneous Jump Diffusion Process

Authors: Brice Franke
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK