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MSM estimators of European options on assets with jumps
João Amaro de Matos
NOVA School of Business and Economics (NOVA SBE)
Research output
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peer-review
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Citation (Scopus)
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Dive into the research topics of 'MSM estimators of European options on assets with jumps'. Together they form a unique fingerprint.
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Business & Economics
Method of Simulated Moments
100%
Asymptotic Properties
73%
Option Pricing Model
71%
European Options
71%
Jump
69%
Regularity
60%
Assets
34%
Mathematics
European Options
79%
Jump
49%
Moment Estimator
37%
Estimator
35%
Option Pricing
35%
Regularity Conditions
28%
Asymptotic Properties
25%
Model
19%
Social Sciences
assets
50%
regularity
32%
pricing
29%
Engineering & Materials Science
Costs
11%