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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Ielpo, Florian"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Stochastic process
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Ielpo, Florian
Li, Kai
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Journal of economic dynamics & control
International journal of theoretical and applied finance
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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2
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
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