✦ LIBER ✦

MSM Estimators of European Options on Assets with Jumps

✍ Scribed by João Amaro de Matos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Pricing of Options on Assets with St

✍ John Hull and Alan White 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 446 KB

Regularity of the Exercise Boundary for

✍ Jourdain, B.; Vellekoop, M. H. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 392 KB

A Poisson-Gaussian model to price Europe

✍ Guohe Deng; Lihong Huang 📂 Article 📅 2010 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 231 KB

On the explicit evaluation of the Geomet

✍ Friedrich Hubalek; Carlo Sgarra 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 267 KB

On the Estimation of Integrated Volatili

✍ Jing, Bing-Yi; Liu, Zhi; Kong, Xin-Bing 📂 Article 📅 2014 🏛 American Statistical Association 🌐 English ⚖ 301 KB

Estimating the regional distribution of

✍ Ulrich Marcus; Axel J Schmidt; Osamah Hamouda; Michael Bochow 📂 Article 📅 2009 🏛 BioMed Central 🌐 English ⚖ 475 KB