Maximum likelihood estimation of the double exponential jump-diffusion process

Cyrus Ramezani () and Yong Zeng ()

Annals of Finance, 2007, vol. 3, issue 4, 487-507

Keywords: Asset price processes; Double exponential jump-diffusion; Pareto-beta jump diffusion; Leptokurtic distributions; Volatility smile-smirk; MLE; C32; C52; G12; G13 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10436-006-0062-y

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