Work

Estimation of a Stochastic-Volatility Jump-Diffusion Model

Year: 2000

Type: article

Authors: Roger Craine, Lars A. Lochstoer, Knut Syrtveit

Institution: University of California, Berkeley

Language: Spanish

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1507822636

FWCI: 1.097

Cites: 36

Cited by: 23

Related to: 10