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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

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2019-10-31, 18:04	#1
labfans 论坛管理员注册日期: 2007-04-03 帖子: 784 声望力: 5	Estimating Market-Implied Value with Jump-Diffusion Models 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...