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subject:"Levy process"
~person:"Dumas, Bernard"
~person:"Kanniainen, Juho"
~person:"Matouschek, Niko"
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Dumas, Bernard
Kanniainen, Juho
Matouschek, Niko
Seo, Sang Byung
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American economic journal : a journal of the American Economic Association
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The risk of failure : trial and error learning and long-run performance
Callander, Steven
;
Matouschek, Niko
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 44-78
Persistent link: https://www.econbiz.de/10011981546
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2
Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
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3
Super contact and related optimality conditions
Dumas, Bernard
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 675-685
Persistent link: https://www.econbiz.de/10001111245
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