Skip to Main content Skip to Navigation
Conference papers

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
Document type :
Conference papers
Complete list of metadatas
https://hal-utt.archives-ouvertes.fr/hal-02615131
Contributor : Jean-Baptiste Vu Van <>
Submitted on : Friday, May 22, 2020 - 10:32:58 AM
Last modification on : Saturday, May 23, 2020 - 3:22:15 AM

Identifiers

  • HAL Id : hal-02615131, version 1

Collections

ROSAS | UTT | CNRS

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

15