Login / Signup

On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.

Jean-François BéginDiego AmayaGeneviève GauthierMarie-Ève Malette
Published in: SIAM J. Financial Math. (2020)
Keyphrases
  • data collection
  • information systems
  • dynamic programming
  • data analysis
  • medical images