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

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hal-02615133 , version 1 (22-05-2020)

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  • HAL Id : hal-02615133 , version 1

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Houda Ghamlouch, Mitra Fouladirad, Antoine Grall. Volatility State Division and Jump-Diffusion Process in Equity Price Modeling. Accelerated Lifetime Testing (ALT) 2014, 2014, Pau, France. ⟨hal-02615133⟩
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