Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Assessing the impact of jumps in an option pricing model: a gradient estimation approach |
scientific article; zbMATH DE number 7478849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the impact of jumps in an option pricing model: a gradient estimation approach |
scientific article; zbMATH DE number 7478849 |
Statements
Assessing the impact of jumps in an option pricing model: a gradient estimation approach (English)
0 references
22 February 2022
0 references
finance
0 references
model risk
0 references
option pricing
0 references
gradient estimation
0 references
\(t\)-test
0 references
0 references
0 references
0.89379454
0 references
0.88648057
0 references
0.8831658
0 references
0 references
0.88090885
0 references
0.88072497
0 references
