MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

Published 2010 View Full Article

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Title
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 21, Issue 3, Pages 383-422
Publisher
Wiley
Online
2010-10-19
DOI
10.1111/j.1467-9965.2010.00439.x
References
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