MSM Estimators of European Options on Assets with Jumps (Q2757312): Difference between revisions
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Latest revision as of 14:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MSM Estimators of European Options on Assets with Jumps |
scientific article |
Statements
MSM Estimators of European Options on Assets with Jumps (English)
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26 November 2001
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method of simulated moments
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European option pricing models
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MSM method
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Lévy
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simulated prices
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