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Search: subject:"Merton jump diffusion model"
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"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
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2018
Persistent link: https://www.econbiz.de/10012153001
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
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2005
Persistent link: https://www.econbiz.de/10002765066
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy
;
Miller, Shane
;
Platen, Eckhard
- In:
The Kyoto economic review
74
(
2005
)
1
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pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
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