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Hi guys, is ther anyone could help me to estimate jump diffusion parameters for the option pricing model of Bates. I think i can use the three parameters used in merton jump diffusion model but i'm not sure. Please help me!!!
Hi guys, is ther anyone could help me to estimate jump diffusion parameters for the option pricing model of Bates. I think i can use the three parameters used in merton jump diffusion model but i'm not sure.
Please help me!!!