Pitfalls in estimating jump-diffusion models
| Year of publication: |
1998
|
|---|---|
| Authors: | Honoré, Peter |
| Publisher: |
Peter Honoré |
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | 29 S. : graph. Darst |
|---|---|
| Series: | Working paper. - Århus : [Department of Finance, Faculty of Business Administration, the Aarhus School of Business], ISSN 0907-6883, ZDB-ID 2951268-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000994072