مرکز منطقه ای اطلاع رساني علوم و فناوري - Real-time estimation scheme for the spot cross volatility of jump diffusion processes Original Research Article

Title of article :

Real-time estimation scheme for the spot cross volatility of jump diffusion processes Original Research Article

Author/Authors :

Shigeyoshi Ogawa، نويسنده , , Hoang-Long Ngo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2010

Pages :

From page :

1962

To page :

1976

Keywords :

Diffusion process , Spot cross volatility , Quadratic variation scheme , Threshold estimator , Jump process

Journal title :

Mathematics and Computers in Simulation

Serial Year :

2010

Journal title :

Mathematics and Computers in Simulation

Record number :

854959

Link To Document :