Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Year of publication: |
2022
|
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Authors: | Aschakulporn, Pakorn ; Zhang, Jin E. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 3, p. 365-388
|
Subject: | affine-jump diffusion | risk-neutral moment estimators | skewness | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Momentenmethode | Method of moments | Optionspreistheorie | Option pricing theory |
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