//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Jump-diffusion model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Edgeworth expansions
1
Hermite polynomials
1
Heston’s stochastic volatility model
1
Risk-neutral density
1
jump diffusion model
1
kernel regression
1
mixture of log-normal distributions
1
tree-based methods
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Bedoui, Rihab
1
Hamdi, Haykel
1
Institution
All
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
Université Paris-Dauphine (Paris IX)
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank for International Settlements (BIS)
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
1
EconWPA
1
Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine
1
Økonomisk institutt, Universitetet i Oslo
1
more ...
less ...
Published in...
All
EconomiX Working Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods
Bedoui, Rihab
;
Hamdi, Haykel
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2010
of fit criteria we compute, the
jump
diffusion
model
provides a much better fit than the other models on the period just …
Persistent link: https://www.econbiz.de/10008568464
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->