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A partially observed model for micromovement of asset prices with Bayes estimation via filtering
Zeng, Yong - In: Mathematical finance : an international journal of … 13 (2003) 3, pp. 411-444
Persistent link: https://www.econbiz.de/10001782290
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Bayesian model selection via filtering for a class of micro-movement models of asset price
Kouritzin, Michael A.; Zeng, Yong - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10002625269
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Maximum likelihood estimation of the double exponential jump-diffusion process
Ramezani, Cyrus A.; Zeng, Yong - In: Annals of finance 3 (2007) 4, pp. 487-507
Persistent link: https://www.econbiz.de/10003529812
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Risk minimization for a filtering micromovement model of asset price
Lee, Kiseop; Zeng, Yong - In: Applied mathematical finance 17 (2010) 1/2, pp. 177-199
Persistent link: https://www.econbiz.de/10003975381