Open AccessJump tests for semimartingales
Author(s) -
Lanqing Hong,
Jian Zou
Publication year - 2015
Publication title -
south african actuarial journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1680-2179
DOI - 10.4314/saaj.v15i1.4
Subject(s) - geometric brownian motion , actuarial science , jump diffusion , annuity , econometrics , jump , equity (law) , economics , computer science , life annuity , diffusion process , finance , pension , physics , quantum mechanics , economy , political science , law , service (business)