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                                       Details for article 30 of 34 found articles
 
 
  Statistical arbitrage in jump-diffusion models with compound Poisson processes
 
 
Title: Statistical arbitrage in jump-diffusion models with compound Poisson processes
Author: Akyildirim, Erdinc
Fabozzi, Frank J.
Goncu, Ahmet
Sensoy, Ahmet
Appeared in: Annals of operations research
Paging: Volume 313 () nr. 2 pages 1357-1371
Year: 2021-02-26
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 30 of 34 found articles
 
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