Estimating and testing non‐affine option pricing models with a large unbalanced panel of options (Q5093183)
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scientific article; zbMATH DE number 7563332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating and testing non‐affine option pricing models with a large unbalanced panel of options |
scientific article; zbMATH DE number 7563332 |
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Estimating and testing non‐affine option pricing models with a large unbalanced panel of options (English)
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26 July 2022
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generalized residuals
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importance sampling
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jump-diffusion
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option pricing
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simulated maximum likelihood
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stochastic volatility
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