Search Results - subject:"Jump diffusion process"

Li, Wenhan; Li, Cuixiang; Liu, Lixia; Wang, Mengna - In: Computational economics 58 (2021) 2, pp. 535-548

Persistent link: https://www.econbiz.de/10012615075

Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247

Persistent link: https://www.econbiz.de/10012240142

Lin, Chao-Yang; Liu, Huimei; Lee, Jia-Ching; Lin, Shih-kuei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 4, pp. 840-859

Persistent link: https://www.econbiz.de/10012211508

Ma, Yong; Pan, Dongtao; Wang, Tianyang - In: Quantitative finance 20 (2020) 6, pp. 949-967

Persistent link: https://www.econbiz.de/10012262652

Muniain, Peru; Ziel, Florian - In: International journal of forecasting 36 (2020) 4, pp. 1193-1210

Persistent link: https://www.econbiz.de/10012546078

Adachi, Tetsuya; Uchida, Yoshihiko - 2015

Persistent link: https://www.econbiz.de/10011375975

Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 19 (2019) 6, pp. 1061-1073

Persistent link: https://www.econbiz.de/10012194743

Li, Zhe; Zhang, Wei-guo; Liu, Yong-Jun; Zhang, Yue - In: International review of economics & finance : IREF 59 (2019), pp. 347-368

Persistent link: https://www.econbiz.de/10012202898

Briani, Maya; Caramellino, Lucia; Terenzi, Giulia; … - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-46

Persistent link: https://www.econbiz.de/10012153319

Hainaut, Donatien; Moraux, Franck - In: Annals of finance 15 (2019) 2, pp. 267-306

Persistent link: https://www.econbiz.de/10012058243

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