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Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej.
In: Dynamic Econometric Models.
RePEc:cpn:umkdem:v:12:y:2012:p:53-72.

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  1. Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes. (2015). Kostrzewski, Maciej .
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:7:y:2015:i:1:p:43-70.

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References

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