A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145)
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scientific article; zbMATH DE number 6119776
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| default for all languages | No label defined |
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| English | A spectral estimation of tempered stable stochastic volatility models and option pricing |
scientific article; zbMATH DE number 6119776 |
Statements
A spectral estimation of tempered stable stochastic volatility models and option pricing (English)
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30 December 2012
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empirical characteristic function
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stochastic volatility
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infinite-activity jumps
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option pricing
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continuous GMM
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0.8330719470977783
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0.7927445769309998
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0.7927445769309998
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0.7903376817703247
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0.7901915907859802
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