Demystifying generic beliefs on jump models
Ballotta, L. 
ORCID: 0000-0002-2059-6281 (2023).
Demystifying generic beliefs on jump models.
Wilmott, 2023(124),
pp. 70-73.
doi: 10.54946/wilm.11110
Abstract
Despite a history of convincing results, jump-based models are often met by skepticism. Typical criticisms include limited tractability, incomplete markets and associations with market crashes. Are these beliefs valid?
| Publication Type: | Article |
|---|---|
| Additional Information: | This is the peer reviewed version of the following article: Ballotta, L. (2023). Demystifying generic beliefs on jump models. Wilmott(124), which has been published in final form at http://dx.doi.org/10.54946/wilm.11110 |
| Subjects: | H Social Sciences > HG Finance |
| Departments: | Bayes Business School > Faculty of Finance |
| SWORD Depositor: |
Preview
Download (3MB) | Preview
Official URL: http://dx.doi.org/10.54946/wilm.11110
Export
Downloads
Downloads per month over past year
Metadata
Metadata
MetadataAltmetric
CORE (COnnecting REpositories)
Actions (login required)
Actions (login required)
Admin Login