Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions

Jimmy E. Hilliard, Jitka Hilliard, Julie T.D. Ngo

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number100408
JournalJournal of Commodity Markets
Volume35
DOIs
StatePublished - Sep 2024

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Bitcoin
  • Convenience yield
  • Implied parameters
  • Jump diffusion
  • Non-linear least squares
  • Option pricing
  • Simulation

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