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

Houda Ghamlouch; Mitra Fouladirad; Antoine Grall

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

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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

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Engineering Sciences [physics]

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

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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⟩

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

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