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Statistische Verteilung
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geometric Brownian motion
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Estimation of
geometric
Brownian
motion
model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012018946
Saved in:
2
Which is the right option for Indian market : Gaussian, normal inverse Gaussian, or Tsallis?
Chakrabarti, Prasenjit
;
Guhathakurata, Kousik
- In:
IIMB management review
31
(
2019
)
3
,
pp. 238-249
Persistent link: https://www.econbiz.de/10012131769
Saved in:
3
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
4
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
5
Notes on discrete compound Poisson model with applications to risk theory
Zhang Huiming
;
Liu, Yunxiao
;
Li, Bo
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 325-336
Persistent link: https://www.econbiz.de/10010469967
Saved in:
6
A comparison of delta hedging under two price distribution assumptions by likelihood ratio
Cao, Lingyan
;
Guo, Zheng-feng
- In:
The international journal of business and finance …
6
(
2012
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009389689
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