Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2004, Iss.1, 2004-02, pp. : 42-52

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

By Li Shuanming

Scandinavian Actuarial Journal, Vol. 2006, Iss. 2, 2006-03 ,pp. : 73-85

Taylor & Francis Ltd

Access to resources Recommend Favorite

A non-Markov model for volatility jumps

By Dharmaraja V. Arunachalam L. Blanco S.

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 3, 2011-09 ,pp. : 223-235

Inderscience Publishers

Access to resources Recommend Favorite

A tractable market model with jumps for pricing short-term interest rate derivatives

By Samuelides Y. Nahum E.

Quantitative Finance, Vol. 1, Iss. 2, 2001-02 ,pp. : 270-283

Routledge Ltd

Access to resources Recommend Favorite

General characteristics of civil forfeiture

By Nikolov Nikolay

Journal of Money Laundering Control, Vol. 14, Iss. 1, 2011-01 ,pp. : 16-31

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Prediction in a Poisson cluster model with multiple cluster processes

Scandinavian Actuarial Journal, Vol. 2015, Iss. 1, 2015-01 ,pp. : 1-31

Taylor & Francis Ltd

Access to resources Recommend Favorite