Counting jumps: does the counting process count?

Autor: Ballotta, Laura1 (AUTHOR), Fusai, Gianluca1,2 (AUTHOR), Marazzina, Daniele3 (AUTHOR) daniele.marazzina@polimi.it
Zdroj: Quantitative Finance. Nov2024, Vol. 24 Issue 11, p1621-1640. 20p.
Databáze: Business Source Ultimate