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Jump diffusion process

• Is the phenomenon by which a market experiences a significant departure from a price level. This departure can be either higher or lower. It is thought that these occurrences support fat tails assumptions and methodologies. These fat tails alter the statistical expectations of normal curve procedures. The graphical appearance of this occurrence looks as a gap in the data or it chart.

 
 Embedded terms in definition
 Expectations
Fat tails
Gap
Market
Support
 
 Related Terms
 Diffusion process
Financial planning process
Jump bond
Price discovery process
Wiener process
Work in process inventory

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