MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

詳細情報 詳細情報について

• CRID

  1363388843536078976

• DOI

  10.1111/j.1467-9965.2010.00439.x

• ISSN

  09601627

• Web Site

  https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1467-9965.2010.00439.x

  http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00439.x/fullpdf

• データソース種別

  • Crossref