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

Houda Ghamlouch; Mitra Fouladirad; Antoine Grall

Conference Papers Year :

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

(1) , (1) , (1)

1

Houda Ghamlouch

Function : Author

Laboratoire Modélisation et Sûreté des Systèmes

Mitra Fouladirad

Function : Author
PersonId : 746644
IdHAL : mitra-fouladirad
ORCID : 0000-0002-0482-5347
IdRef : 130561746

Laboratoire Modélisation et Sûreté des Systèmes

Antoine Grall

Function : Author
PersonId : 174686
IdHAL : antoine-grall
ORCID : 0000-0002-6900-7951
IdRef : 061130974

Laboratoire Modélisation et Sûreté des Systèmes

Domains

Engineering Sciences [physics]

Jean-Baptiste VU VAN : Connect in order to contact the contributor

https://hal-utt.archives-ouvertes.fr/hal-02615131

Submitted on : Friday, May 22, 2020-10:32:58 AM

Last modification on : Friday, March 24, 2023-2:53:16 PM

Dates and versions

hal-02615131 , version 1 (22-05-2020)

Identifiers

HAL Id : hal-02615131 , version 1

Cite

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⟩

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

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Share