Retour
Publications (1)
Article dans des revues
Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. John-Fritz Thony, Jean VAILLANT. Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. Mathematics , 2022. ⟨hal-03845549⟩
Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. John-Fritz Thony, Jean VAILLANT. Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. Mathematics , 2022. ⟨hal-03845549⟩ |