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Search: subject:"implied parameters"
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ECONIS (ZBW)
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1
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
Using the short-lived arbitrage model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
Saved in:
3
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
4
The performance of skewness and kurtosis adjusted option pricing model in emerging markets : a case of Turkish derivatives market
Alp, Ozge Sezgin
- In:
International journal of finance & banking studies : JJFBS
5
(
2016
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10011448750
Saved in:
5
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
Saved in:
6
Robust Artificial Neural Networks for Pricing of European Options
Andreou, Panayiotis
;
Charalambous, Chris
;
Martzoukos, Spiros
- In:
Computational Economics
27
(
2006
)
2
,
pp. 329-351
Persistent link: https://www.econbiz.de/10005701662
Saved in:
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