"A Modified Levy Jump-Diffusion Model Based on Market Sentiment Memory for ..."

Zheqing Zhu, Jian-Guo Liu, Lei Li (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-03

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1709-03611
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1709-03611
Zheqing Zhu, Jian-Guo Liu, Lei Li:
A Modified Levy Jump-Diffusion Model Based on Market Sentiment Memory for Online Jump Prediction. CoRR abs/1709.03611 (2017)

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