Option pricing and Asymmetric Jump-Diffusion

  • "An Empirical Assessment of Double Exponential Jump-Diffusion Process", (with Cyrus Ramezani) (2004), Annals of Finance (in press) link
  • "Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Appl ication to Security Prices" (with Cyrus Ramezani )(1998), working paper. text
  • "Market Cycles and Option Pricing" (with Cyrus Ramezani), working paper.

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    Last modified: Dec. 2006 by Yong Zeng