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"On the Estimation of Jump-Diffusion Models Using Intraday Data: A ..."

Jean-François Bégin et al. (2020)

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DOI: 10.1137/19M1266915

access: closed

type: Journal Article

metadata version: 2021-01-09

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  - journals/siamfm/BeginAGM20
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  - https://dblp.org/rec/journals/siamfm/BeginAGM20
Jean-François Bégin, Diego Amaya, Geneviève Gauthier, Marie-Ève Malette:
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach. SIAM J. Financial Math. 11(4): 1168-1208 (2020)

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