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Volatility State Division and Jump-Diffusion Process for prognosis: Case of Equity Price Modeling

Houda Ghamlouch 1 Mitra Fouladirad 1 Antoine Grall 1 
1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes
ICD - Institut Charles Delaunay
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Conference papers
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https://hal-utt.archives-ouvertes.fr/hal-02615131
Contributor : Jean-Baptiste VU VAN Connect in order to contact the contributor
Submitted on : Friday, May 22, 2020 - 10:32:58 AM
Last modification on : Wednesday, August 31, 2022 - 6:56:06 PM

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  • HAL Id : hal-02615131, version 1

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Houda Ghamlouch, Mitra Fouladirad, Antoine Grall. Volatility State Division and Jump-Diffusion Process for prognosis: Case of Equity Price Modeling. European Safety and Reliability Conference (ESREL) 2014, Sep 2014, Wroclaw, Poland. ⟨hal-02615131⟩

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