Statistical arbitrage in jump-diffusion models with compound Poisson processes
Crossref DOI link: https://doi.org/10.1007/s10479-021-03965-w
Published Online: 2021-02-26
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Akyildirim, Erdinc
Fabozzi, Frank J.
Goncu, Ahmet
Sensoy, Ahmet http://orcid.org/0000-0001-7967-5171
Text and Data Mining valid from 2021-02-26
Version of Record valid from 2021-02-26
Article History
Accepted: 28 January 2021
First Online: 26 February 2021