Your browser (Internet Explorer 6) is out of date. It has known security flaws and may not display all features of this and other websites. Learn how to update your browser.
X
Links

Jump Diffusion Processes (paper)

A quick study on jump diffusion models, as applied to energy commodity markets (click on title for paper):

Related posts:

  1. Mean Reverting Processes (paper)
  2. Geometric Brownian Motion (paper)
  3. Combining Mean Reversion and Momentum Trading Strategies in FX Markets (paper)
  4. Strong Closes for Modest Gains
  5. Crashes and High Frequency Trading (paper)
February 2, 2012 Papers Short URL