Similar Search Results

He, C.; Kennedy, J.; Coleman, T.; Forsyth, P.; Li, Y.; … - In: Review of Derivatives Research 9 (2006) 1, pp. 1-35

intrinsic to this type of model: calibration of parameters and hedging of jump risk. Even though the estimation problem is ill …

Persistent link: https://www.econbiz.de/10005709826

Viens, Frederi - In: Annals of Finance 8 (2012) 2, pp. 151-157

Persistent link: https://www.econbiz.de/10010866514

Fouque, Jean-Pierre; Tashman, Adam - In: Annals of Finance 8 (2012) 2, pp. 183-203

Persistent link: https://www.econbiz.de/10010866519

Kokholm, Thomas; Stisen, Martin - In: Journal of Risk Finance 16 (2015), pp. 27-48

condition in the calibration improves the performance considerably. Still, the fit is not satisfactory, and we conclude that one …

Persistent link: https://www.econbiz.de/10011118397

Fouque, Jean-Pierre; Lorig, Matthew; Sircar, Kaushik Ronnie - In: Finance and stochastics 20 (2016) 3, pp. 543-588

Persistent link: https://www.econbiz.de/10011530043

Papi, Marco; Pontecorvi, Luca; Donatucci, Cristina - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 351-373

Persistent link: https://www.econbiz.de/10011997757

Lee, Cheng F.; Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 463-483

Persistent link: https://www.econbiz.de/10011531991

Kokholm, Thomas; Stisen, Martin - In: Journal of risk finance : the convergence of financial … 16 (2015) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10010513370

Mozumder, Sharif; Talukdar, Bakhtear; Kabir, M. Humayun; … - In: Review of quantitative finance and accounting 62 (2024) 1, pp. 97-133

Persistent link: https://www.econbiz.de/10014502965

Mondal, Mitun Kumar; Alim, Md. Abdul; Rahman, Md. Faizur; … - In: Journal of mathematical finance 7 (2017) 2, pp. 351-365

Persistent link: https://www.econbiz.de/10011673935