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Prices sometimes leap and that breaks continuous models. Enter the Merton Jump-Diffusion: diffusion + rare jumps. Read short guide + code: simplified-zone.com/when-prices-le…
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SimplifiedZone
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@SimplifiedZ
20+ years exp in training professionals on #python, #QuantitativeFinance, #ML, #statistics, #FinancialEngineering On twitter to learn and share :)










