Jump-diffusion stock-return model with weighted fitting of time-dependent parameters

Floyd B. Hanson, John J. Westman. Jump-diffusion stock-return model with weighted fitting of time-dependent parameters. In American Control Conference, ACC 2003, Denver, CO, USA, June 4-6 2003. pages 4869-4874, IEEE, 2003. [doi]

@inproceedings{HansonW03,
  title = {Jump-diffusion stock-return model with weighted fitting of time-dependent parameters},
  author = {Floyd B. Hanson and John J. Westman},
  year = {2003},
  doi = {10.1109/ACC.2003.1242494},
  url = {https://doi.org/10.1109/ACC.2003.1242494},
  researchr = {https://researchr.org/publication/HansonW03},
  cites = {0},
  citedby = {0},
  pages = {4869-4874},
  booktitle = {American Control Conference, ACC 2003, Denver, CO, USA, June 4-6 2003},
  publisher = {IEEE},
  isbn = {0-7803-7896-2},
}