Parameter estimation of the option pricing formula on a class of jump-diffusion models

zbMATH Open1324.91059MaRDI QIDQ5257366FDOQ5257366

Guoxiang Liu, Wei Ye, Ruichen Liu

Publication date: 29 June 2015

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zbMATH Keywords

parameter estimationoption pricingjump-diffusion process

Mathematics Subject Classification ID

Point estimation (62F10) Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (4)

• Title not available (Why is that?)
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