WebMar 8, 2012 · CRYSTAL BATES STRAIGHT STUNTIN MODEL CHILLIN W DYMAX PRODUCTIONS CRYSTAL BATES STRAIGHT STUNTIN MODEL CHILLIN W DYMAX … Webthe single-integration approach. Numerical integrati on issues are discussed in Lee [10]. Bates [3] and Bakshi et al [1] estimate and test the Bates and Scott models, respectively, while Pan [12] provides additional estimates and tests of the Bates [5] stochas tic-intensity model. Bates [4, 6] surveys empirical option pricing research.
Bates stochastic volatility model - MATLAB - MathWorks
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