Parameter estimation of the option pricing formula on a class of jump-diffusion models (Q5257366)
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scientific article; zbMATH DE number 6452812
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| English | Parameter estimation of the option pricing formula on a class of jump-diffusion models |
scientific article; zbMATH DE number 6452812 |
Statements
29 June 2015
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option pricing
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jump-diffusion process
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parameter estimation
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0.7805641889572144
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0.7770602107048035
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0.769501805305481
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0.7652527689933777
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0.7556317448616028
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