Volatility State Division and Jump-Diffusion Process in Equity Price Modeling - Université de technologie de Troyes Access content directly
Conference Papers Year :

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

Domains

Engineering Sciences [physics]

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

https://hal-utt.archives-ouvertes.fr/hal-02615132

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

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

Not file

Dates and versions

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

Identifiers

  • HAL Id : hal-02615132 , version 1

Cite

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⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UTT UTT-LIST3N LM2S-UTT
11 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More