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• Stefano Maria Iacus

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Article provided by Springer in its journal Statistical Inference for Stochastic Processes.

Volume (Year): 11 (2008)
Issue (Month): 3 (October)
Pages: 249-263
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Handle: RePEc:spr:sistpr:v:11:y:2008:i:3:p:249-263

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Related research

Keywords: Telegraph process; Discretely observed process; Inference for stochastic processes; Primary 60K99; Secondary 62M99;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Nikita Ratanov, 2004. "A Jump Telegraph Model for Option Pricing," BORRADORES DE INVESTIGACIÓN 001919, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
   Other versions:
   • Nikita Ratanov, 2007. "A jump telegraph model for option pricing," Quantitative Finance, Taylor and Francis Journals, vol. 7(5), pages 575-583. [Downloadable!] (restricted)
2. Stefano Iacus & Nakahiro Yoshida, 2006. "Estimation for the discretely observed telegraph process," UNIMI - Research Papers in Economics, Business, and Statistics 1045, Universitá degli Studi di Milano. [Downloadable!]
3. Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring. [Downloadable!] (restricted)
4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
5. Dr. Peter Kenning & Hilke Plassmann, 2004. "NeuroEconomics," Experimental 0412005, EconWPA. [Downloadable!]
6. Mathieu Kessler, 2000. "Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 27(1), pages 65-82. [Downloadable!] (restricted)

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This page was last updated on 2009-11-25.