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Volatility State Division and Jump-Diffusion Process in Equity Price Modeling

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Engineering Sciences [physics]

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Submitted on : Friday, May 22, 2020-10:34:13 AM

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hal-02615132 , version 1 (22-05-2020)

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  • HAL Id : hal-02615132 , version 1

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Houda Ghamlouch, Mitra Fouladirad, Antoine Grall. Volatility State Division and Jump-Diffusion Process in Equity Price Modeling. Bachelier Congress 2014, 2014, Bruxelles, Belgium. ⟨hal-02615132⟩

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