8 4 Jump diffusion models
Why it's on BrighterTube
Hand-picked by a BrighterTube curator · found via round-3 back catalogue of a channel Lumen picks video by video · 82% confidenceTeaches jump-diffusion models for asset pricing. Single-segment lecture on discontinuous price dynamics.
What you'll learn
A 11-minute video from caltech: “8 4 Jump diffusion models”.
Video by caltech, played through YouTube's embedded player.