A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks

Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman Seeger

Year of publication:	[2023]
Authors:	Pollastri, Alessandro ; Rodrigues, Paulo Jorge Maurício ; Schlag, Christian ; Seeger, Norman
Publisher:	[Tilburg] : Netspar, Network for Studies on Pensions, Aging and Retirement
Subject:	Jump-diffusion models \| Individual stocks \| Markov Chain Monte Carlo \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Aktienindex \| Stock index \| Schätzung \| Estimation \| Optionspreistheorie \| Option pricing theory

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