Chen, Ke

Person

Browse all works related to Chen, Ke.

"3" Result
Sort By:

Essays on stochastic volatility and jumps

by Chen, Ke

0 Type: Thesis

This thesis studies a few different finance topics on the application and modelling of jump and stochastic volatility process. First, the thesis proposed a non-parametric method to estimate the impact of jump dependence, which is important for portfolio selection problem. Compar…