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Conference papers

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

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Conference papers
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https://hal-utt.archives-ouvertes.fr/hal-02615133
Contributor : Jean-Baptiste Vu Van <>
Submitted on : Friday, May 22, 2020 - 10:35:16 AM
Last modification on : Saturday, May 23, 2020 - 3:22:15 AM

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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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