How Frequently Do the Black Swans Land?
35 Pages Posted: 17 Nov 2017
Date Written: November 15, 2017
A Poisson-Gaussian Approximation to the Likelihood Function of Affine Jump-Diffusions.
Keywords: Affine Jump-Diffusion, Black Swans
JEL Classification: G01
Suggested Citation: Suggested Citation
Oncu, T. Sabri, How Frequently Do the Black Swans Land? (November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3072001 or http://dx.doi.org/10.2139/ssrn.3072001
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