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Do changes in the frequency of data affect the accuracy of estimation of the trend parameter in a jump diffusion process?
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Mejía Vega, Carlos Armando
Published 2023-11-30
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Optimización de estrategias de trading con promedios móviles para futuros de petróleo mediante algoritmos genéticos
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Aragón Bohorquez, Arbey
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Mejía Vega, Carlos Armando
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Zapata Quimbayo, Carlos Andres
Published 2019-05-13
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El proceso CIR en el mundo del modelaje en commodities: el modelo de forma reducida y de no arbitraje de dos factores de Ribeiro y Hodges (2004)
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Mejía Vega, Carlos Armando
Published 2018-05-09
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Author: Mejía Vega, Carlos Armando
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UNIVERSIDAD EXTERNADO DE COLOMBIA
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Colombia
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Mejía Vega, Carlos Armando
Aragón Bohorquez, Arbey
1
Zapata Quimbayo, Carlos Andres
1
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Revista ODEON
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