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Jump-Diffusion Parameters and Passage Times Estimation
1 : umbb
BOUMERDES -
Algeria
| Subject : | : | Oral presentation |
| Topics | : | Statistics; Probabilities and Stochastic Processes; |
| Keywords | : | Merton Jump ; Diffusion ; First passage time ; Black ; Scholes equation ; Trajectory. |
| PDF version | : |  PDF version |
