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Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations

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https://hal-cnrs.archives-ouvertes.fr/hal-03845549
Contributor : Jean Vaillant Connect in order to contact the contributor
Submitted on : Wednesday, November 9, 2022 - 3:44:44 PM
Last modification on : Thursday, November 10, 2022 - 3:14:15 AM

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  • HAL Id : hal-03845549, version 1

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John-Fritz Thony, Jean Vaillant. Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. Mathematics , 2022. ⟨hal-03845549⟩

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