Analytical Solvability and Exact Simulation of Stochastic Volatility Models with Jumps
Year of publication: |
2021
|
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Authors: | Zeng, Pingping ; Xu, Ziqing ; Jiang, Pingping ; Kwok, Yue-Kuen |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Simulation | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3904498 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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