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Search: subject:"Implied Parameters"
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Option pricing
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Jump diffusion
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Non-linear least squares
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Andreou, Panayiotis C.
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Charalambous, Chris
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Martzoukos, Spiros H.
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Computing in Economics and Finance 2006
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Journal of commodity markets : JCM
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Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ngo, Julie T. D.
- In:
Journal of commodity markets : JCM
35
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
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2
Artificial Neural Network Enhanced Parametric Option Pricing
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
-
Society for Computational Economics - SCE
-
2006
networks and to parametric models with several historical and
implied
parameters
. Empirical results using S\&P 500 index call …
Persistent link: https://www.econbiz.de/10005537400
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