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

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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 : Friday, August 27, 2021 - 3:14:06 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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