Parameters estimation using the first passage times method in a jump-diffusion model (Q4989286)
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scientific article; zbMATH DE number 7350664
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| English | Parameters estimation using the first passage times method in a jump-diffusion model |
scientific article; zbMATH DE number 7350664 |
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Parameters estimation using the first passage times method in a jump-diffusion model (English)
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21 May 2021
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Merton jump-diffusion model
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0.9554380178451538
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0.7290195822715759
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0.7263161540031433
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