Work

Disentangling the jumps of the diffusion in a geometric jumping Brownian motion

Year: 2001

Type: article

Source: Florence Research (University of Florence)

Author: Cecilia Mancini

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W201570259

FWCI: 0.568

Cites:

Cited by: 120

Related to: 10