MSM Estimators of European Options on Assets with Jumps (Q2757312)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MSM Estimators of European Options on Assets with Jumps |
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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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