labfans
2019-10-31, 18:04
Jump-diffusion models take into account extreme movements, or jumps, in time-series data. This article describes a MATLAB based workflow for estimating jump-diffusion model parameters.
2019-04-26 08:00 AM
更多... ( https://www.mathworks.com/company/newsletters/articles/estimating-market-implied-value-with-jump-diffusion-models.html )
2019-04-26 08:00 AM
更多... ( https://www.mathworks.com/company/newsletters/articles/estimating-market-implied-value-with-jump-diffusion-models.html )