Maximum likelihood estimation of the double exponential jump-diffusion process
| Year of publication: |
2007
|
|---|---|
| Authors: | Ramezani, Cyrus ; Zeng, Yong |
| Published in: |
Annals of Finance. - Springer. - Vol. 3.2007, 4, p. 487-507
|
| Publisher: |
Springer |
| Subject: | Asset price processes | Double exponential jump-diffusion | Pareto-beta jump diffusion | Leptokurtic distributions | Volatility smile-smirk | MLE |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005673959