Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852)
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scientific article; zbMATH DE number 7478849
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| English | Assessing the impact of jumps in an option pricing model: a gradient estimation approach |
scientific article; zbMATH DE number 7478849 |
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Assessing the impact of jumps in an option pricing model: a gradient estimation approach (English)
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22 February 2022
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finance
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model risk
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option pricing
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gradient estimation
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\(t\)-test
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0.8967947
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0.89379454
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0.88648057
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0.8831658
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0.88125837
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0.88090885
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0.88072497
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