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"Stochastic volatility double-jump-diffusions model: the importance of ..."

Youfa Sun, Caiyan Liu, Shimin Guo (2017)

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DOI: 10.1080/00207160.2016.1158814

access: closed

type: Journal Article

metadata version: 2017-09-15

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Youfa Sun, Caiyan Liu, Shimin Guo:
Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude. Int. J. Comput. Math. 94(5): 989-1014 (2017)

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