Estimating objective parameters in jump-diffusions

Ströjby, Jonas; Lindström, Erik (2008). Estimating objective parameters in jump-diffusions . Fifth World Congress of the Bachelier Finance Society
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Conference Proceeding/Paper | Published | English
Authors:
Ströjby, Jonas ; Lindström, Erik
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
LUP-ID:
c50056ed-479e-497d-8373-a7c736034d13 | Link: https://lup.lub.lu.se/record/c50056ed-479e-497d-8373-a7c736034d13 | Statistics

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