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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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https://hal-utt.archives-ouvertes.fr/hal-02615133

Submitted on : Friday, May 22, 2020-10:35:16 AM

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

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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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