Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence

Hsin Yu Chiu, Ting Fu Chen

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

3 引文 斯高帕斯（Scopus）

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Mathematics

Keyphrases

Economics, Econometrics and Finance