Jump diffusion model with application to the Japanese stock market

Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai. Jump diffusion model with application to the Japanese stock market. Mathematics and Computers in Simulation, 78(2-3):223-236, 2008. [doi]

Authors

Koichi Maekawa

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Sangyeol Lee

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Takayuki Morimoto

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Ken-ichi Kawai

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