The research of parameter estimations under the Lévy process based on option pricing (Q5497715)
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scientific article; zbMATH DE number 6401697
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The research of parameter estimations under the Lévy process based on option pricing |
scientific article; zbMATH DE number 6401697 |
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The research of parameter estimation under the Lévy process based on option pricing (English)
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11 February 2015
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Lévy process
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option pricing
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maximum likelihood parameter estimation
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characteristic function
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fast Fourier transform
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0.8052504062652588
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0.7575250864028931
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0.7482177019119263
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0.7473164200782776
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0.7457504868507385
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