Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations - Archive ouverte HAL Access content directly
Journal Articles Mathematics Year : 2022

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

John-Fritz Thony
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Jean Vaillant
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hal-03845549 , version 1 (09-11-2022)

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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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