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

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⟩
11 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More