The parameter estimation of asymmetric jump diffusion model for optional pricing (Q4574387)
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scientific article; zbMATH DE number 6906805
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| English | The parameter estimation of asymmetric jump diffusion model for optional pricing |
scientific article; zbMATH DE number 6906805 |
Statements
18 July 2018
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volatility smile
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Kumaraswamy distribution
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asymmetric jump diffusion model
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Bayes estimation
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0.7611318230628967
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0.7539129853248596
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0.7473034858703613
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0.740095853805542
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