Samuel J. Frame

California State Polytechnic University, San Luis Obispo - Department of Statistics

Assistant Professor

San Luis Obispo, CA 93407

United States

SCHOLARLY PAPERS

1

DOWNLOADS

104

CITATIONS

0

Scholarly Papers (1)

1.

Bayesian Estimation of Asymmetric Jump-Diffusion Processes

Number of pages: 31 Posted: 31 Jan 2013
Samuel J. Frame and Cyrus A. Ramezani
California State Polytechnic University, San Luis Obispo - Department of Statistics and California Polytechnic State University, San Luis Obispo
Downloads 87 (222,053)

Abstract:

Loading...

asset price processes, affine jump-diffusion, double exponential jump-diffusion, Markov chain, Monte Carlo, Bayesian econometrics