Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
| Year of publication: |
2011
|
|---|---|
| Authors: | Moreno, Manuel ; Serrano, Pedro ; Stute, Winfried |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 214.2011, 3 (1.11.), p. 656-665
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