Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model
Author | : Changhong He |
Publisher | : |
Total Pages | : 312 |
Release | : 2005 |
ISBN-10 | : CORNELL:31924102824426 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model by : Changhong He
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