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scientific article; zbMATH DE number 6452812
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scientific article; zbMATH DE number 6452812

    Statements

    author
    Ruichen Liu
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    Guoxiang Liu
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    Wei Ye
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    publication date
    29 June 2015
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    zbMATH Keywords
    option pricing
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    jump-diffusion process
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    parameter estimation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J75
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    62F10
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    zbMATH DE Number
    6452812
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