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"Statistical properties and economic implications of jump-diffusion ..."

Manuel Moreno, Pedro Serrano, Winfried Stute (2011)

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DOI: 10.1016/J.EJOR.2011.05.011

access: closed

type: Journal Article

metadata version: 2020-10-26

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Manuel Moreno, Pedro Serrano, Winfried Stute:
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects. Eur. J. Oper. Res. 214(3): 656-664 (2011)

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