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Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude.
Youfa Sun
Caiyan Liu
Shimin Guo
Published in:
Int. J. Comput. Math. (2017)
Keyphrases
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computational model
probability distribution
mathematical model
statistical model
conceptual model
probabilistic model
management system
experimental data
stochastic model
neural network
power law
formal model
steady state
monte carlo
markov chain
long term
objective function
similarity measure
social networks