Stochastic volatility, jumps and hidden time changes.

Hélyette Geman Dilip B. Madan Marc Yor

Published in: Finance Stochastics (2002)

Keyphrases

markov chain
database
monte carlo
stochastic model
stochastic optimization
stochastic approximation
stock market
artificial intelligence
stochastic models
hidden markov models
financial markets
stochastic processes
stochastic process
learning automata
markov processes