Stochastic volatility and jump-diffusion : implications on option pricing

George J. Jiang

Year of publication:	1999
Authors:	Jiang, George J.
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 2.1999, 4, p. 381-407
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Derivat \| Derivative \| Theorie \| Theory

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