Option pricing and Asymmetric Jump-Diffusion

  • "An Empirical Assessment of Double Exponential Jump-Diffusion Process", ( Cyrus Ramezani and Yong Zeng) (2007), Annals of Finance link
  • "Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Appl ication to Security Prices" ( Cyrus Ramezani and Yong Zeng)(1998), working paper. text
  • "Market Cycles and Option Pricing" (with Cyrus Ramezani), working paper.

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    Last modified: Jan. 2012 by Yong Zeng