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Latest revision as of 23:53, 4 July 2024

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Maximum likelihood estimation of the double exponential jump-diffusion process
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    Maximum likelihood estimation of the double exponential jump-diffusion process (English)
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    6 March 2012
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    asset price processes
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    double exponential jump-diffusion
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    Pareto-beta jump diffusion
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    leptokurtic distributions
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    volatility smile-smirk
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    MLE
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