Statistical Arbitrage in Jump-Diffusion Models with Compound Poisson Processes
Year of publication: |
2019
|
---|---|
Authors: | Akyildirim, Erdinc |
Other Persons: | Fabozzi, Frank J. (contributor) ; Goncu, Ahmet (contributor) ; Sensoy, Ahmet (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Arbitrage | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3427838 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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