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Q5196788 - MaRDI portal

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scientific article; zbMATH DE number 7108979
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English
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scientific article; zbMATH DE number 7108979

    Statements

    author
    Guocheng Li
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    Jixia Wang
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    publication date
    20 September 2019
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    zbMATH Keywords
    cross entropy bat algorithm
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    option pricing model
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    parameter estimation
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    jump-diffusion model
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    stochastic volatility model
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J74
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    90C59
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    91G80
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    zbMATH DE Number
    7108979
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