Maximum likelihood estimation of the double exponential jump-diffusion process

By Cyrus A. Ramezani, Yong Zeng. 2007

107 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/955f7dc94ffb4e8549efc3c4de59275ae0ab2e48

Citations in the corpus

• Longevity/Mortality Risk Modeling and Securities Pricing (2012, unknown): “BIC is a "conservative" criterion since it heavily penalizes over parameterization (Ramezani and Zeng, 2007).”