"Statistical arbitrage in jump-diffusion models with compound Poisson ..."

Erdinc Akyildirim et al. (2022)

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DOI: 10.1007/S10479-021-03965-W

access: closed

type: Journal Article

metadata version: 2022-06-23

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Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy:
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Ann. Oper. Res. 313(2): 1357-1371 (2022)

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