问题：ANOVA for jump-diffusion processes

报告人：Prof.JING Bing Yi（Hong Kong University of Science and Technology）

时间：2009年1月6日（周二）下昼3：00-4：00

所在：安博电竞新楼217室

Abstract

In this talk, we consider a hedging strategy involving jump-diffusion process. Some consistent estimators of the hedging strategy are presented. Estimators for operational risk, market risk (risk due to jumps) and total risk are investigated and some related asymptotic results are derived.