Volatility State Division and Jump-Diffusion Process for prognosis: Case of Equity Price Modeling - Université de technologie de Troyes Access content directly
Conference Papers Year : 2014

Volatility State Division and Jump-Diffusion Process for prognosis: Case of Equity Price Modeling

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hal-02615131 , version 1 (22-05-2020)

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  • HAL Id : hal-02615131 , version 1

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Houda Ghamlouch, Mitra Fouladirad, Antoine Grall. Volatility State Division and Jump-Diffusion Process for prognosis: Case of Equity Price Modeling. European Safety and Reliability Conference (ESREL) 2014, Sep 2014, Wroclaw, Poland. ⟨hal-02615131⟩
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