Estimation and prediction under local volatility jump-diffusion model (Q2148668)
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scientific article; zbMATH DE number 7547524
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| English | Estimation and prediction under local volatility jump-diffusion model |
scientific article; zbMATH DE number 7547524 |
Statements
Estimation and prediction under local volatility jump-diffusion model (English)
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24 June 2022
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option pricing
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local volatility model
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jump-diffusion model
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KOSPI 200 index option
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0.7280749082565308
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0.706693708896637
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0.6970207691192627
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0.684691846370697
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0.6797432899475098
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