Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638)
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scientific article; zbMATH DE number 7968507
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| English | Estimating option pricing models using a characteristic function-based linear state space representation |
scientific article; zbMATH DE number 7968507 |
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Estimating option pricing models using a characteristic function-based linear state space representation (English)
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16 January 2025
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options
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characteristic function
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affine jump-diffusion
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state space representation
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