2024-03-28T15:54:03Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7064527
2019-06-11T13:38:52Z
62
91
Chen, Yuxin; Makarov, Roman N.
2018
7064527
English
https://zbmath.org/07064527
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Kilgour, D. Marc (ed.) et al., Recent advances in mathematical and statistical methods. IV AMMCS international conference, Waterloo, Canada, August 20--25, 2017. Cham: Springer. Springer Proc. Math. Stat. 259, 477-487 (2018).
62P05; 62H25; 62M10; 91B84
Modelling asynchronous assets with jump-diffusion processes
a