How Frequently Do the Black Swans Land?

35 Pages Posted: 17 Nov 2017

Date Written: November 15, 2017

Abstract

A Poisson-Gaussian Approximation to the Likelihood Function of Affine Jump-Diffusions.

Keywords: Affine Jump-Diffusion, Black Swans

JEL Classification: G01

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

T. Sabri Oncu (Contact Author)

SoS Economics ( email )

Cengelkoy Maslagi Sokak
No 10
Istanbul, 34680
Turkey
+90 538 378 5722 (Phone)

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