Pages that link to "Item:Q665791"

The following pages link to Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791):

Displaying 15 items.

• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
• How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Barrier style contracts under Lévy processes once again (Q1744875) (← links)
• Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037) (← links)
• Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322) (← links)
• Comparison of jump-diffusion parameters using passage times estimation (Q2336891) (← links)
• The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
• Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
• Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)