Estimating and testing non-affine option pricing models with a large unbalanced panel of options (Q5093183)
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scientific article; zbMATH DE number 7563332
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| English | Estimating and testing non-affine option pricing models with a large unbalanced panel of options |
scientific article; zbMATH DE number 7563332 |
Statements
Estimating and testing non‐affine option pricing models with a large unbalanced panel of options (English)
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26 July 2022
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generalized residuals
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importance sampling
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jump-diffusion
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option pricing
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simulated maximum likelihood
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stochastic volatility
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0.7884010076522827
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0.7867799401283264
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0.78171306848526
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0.7578412294387817
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