Winfried Stute

University of Giessen

Betriebswirtschaftslehre VII

Giessen, WY 35394

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

47

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Estimation of Jump-Diffusion Processes With Shot-Noise Effects

Number of pages: 47 Posted: 06 Mar 2007
Manuel Moreno, Pedro Serrano and Winfried Stute
University of Castilla-La Mancha, affiliation not provided to SSRN and University of Giessen
Downloads 47 (432,652)

Abstract:

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Shot Noise, Characteristic Function, Spectral Density

2.

A Shot Noise Model for Financial Assets

International Journal of Theoretical and Applied Finance
Posted: 26 Apr 2010 Last Revised: 06 May 2010
Thorsten Schmidt and Winfried Stute
University of Freiburg and University of Giessen

Abstract:

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Shot-noise component, jump diffusion, minimal martingale measure