@article{bdd5864673e34074a692abce27766c6e,
title = "Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions",
keywords = "Bitcoin, Convenience yield, Implied parameters, Jump diffusion, Non-linear least squares, Option pricing, Simulation",
author = "Hilliard, {Jimmy E.} and Jitka Hilliard and Ngo, {Julie T.D.}",
note = "Publisher Copyright: {\textcopyright} 2024",
year = "2024",
month = sep,
doi = "10.1016/j.jcomm.2024.100408",
language = "English",
volume = "35",
journal = "Journal of Commodity Markets",
issn = "2405-8513",
publisher = "Elsevier",
}