Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791): Difference between revisions
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Revision as of 00:43, 20 March 2024
scientific article
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English | 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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