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Search: subject:"Poisson jump-diffusion"
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Poisson jump-diffusion
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Boss, Michael
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Lee, Gabriel S.
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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Empirical performance of the Czech and Hungarian index options under jump
Lee, Gabriel S.
;
Boss, Michael
;
Klisz, Chris
-
2001
find that the
Poisson
jump-diffusion
and not the GARCH (1,1) process lends statistical support for the data description. We …
Persistent link: https://www.econbiz.de/10010292775
Saved in:
2
Empirical Performance of the Czech and Hungarian Index Options under Jump
Lee, Gabriel S.
;
Boss, Michael
;
Klisz, Chris
-
Department of Economics and Finance Research and …
-
2001
find that the
Poisson
jump-diffusion
and not the GARCH (1,1) process lends statistical support for the data description. We …
Persistent link: https://www.econbiz.de/10005764249
Saved in:
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