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- W2389339497 abstract "By suggestion of clustering sample in sequence,we propose a new procedure to estimate possion jump-diffusion model using historical date of underlying security price, the estimators have some good properties." @default.
- W2389339497 created "2016-06-24" @default.
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- W2389339497 date "2005-01-01" @default.
- W2389339497 modified "2023-09-23" @default.
- W2389339497 title "Parameter Estimation of Possion Jump-Diffusion Model" @default.
- W2389339497 hasPublicationYear "2005" @default.
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