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  • Search: subject:"Penalized nonlinear least squares estimation"
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Subject
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ARCH model 1 ARCH-Modell 1 Double-exponential jumps 1 Estimation 1 Estimation theory 1 GARCH stochastic volatility model 1 Lévy jumps 1 Option panel 1 Option pricing theory 1 Optionspreistheorie 1 Penalized nonlinear least squares estimation 1 Schätztheorie 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Qiao, Chunhui 1 Wan, Xiangwei 1 Yang, Nian 1
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Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1
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ECONIS (ZBW) 1
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An option pricing model with double-exponential jumps in returns and GARCH diffusion in volatilities
Qiao, Chunhui; Wan, Xiangwei; Yang, Nian - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
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