Work

Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.332400

Authors: Rama Cont, Peter Tankov

Institutions: University of Oxford, Institut Polytechnique de Paris, ENSAE Paris

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2116569334

Cites: 29

Cited by: 52

Related to: 10