Title: Jumps in Intensity Models: Investigating the performance of Ornstein-Uhlenbeck processes
Authors: Cariboni, Jessica * ×
Schoutens, Wim * #
Issue Date: Mar-2009
Publisher: Springer
Series Title: Metrika vol:69 issue:2-3 pages:173-198
ISSN: 0026-1335
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
* (joint) first author
× corresponding author
# (joint) last author

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