Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Nazar Dahmardeh"'
Autor:
Omid Jenabi, Nazar Dahmardeh Ghaleno
Publikováno v:
تحقیقات مالی, Vol 21, Iss 3, Pp 392-416 (2019)
Objective: In this paper, while introducing Heston's model of stochastic variance, regarding the jump process and the long-term memory feature of prices, a new model for pricing subordinate shares is presented. In the following, the performance of th
Externí odkaz:
https://doaj.org/article/40901b3ade8f46ecbaac3f6ed6a72ddf