MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

By Cindy Yu, Haitao Li, Martin T. Wells. 2011

53 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/61ff08fa24d756724d2f902f409a0f4ac07d5cfa