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Financial modelling with jump processes
Cont, Rama; Tankov, Peter - 2004
Persistent link: https://www.econbiz.de/10001790344
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A new look at short-term implied volatility in asset price models with jumps
Mijatović, Aleksandar; Tankov, Peter - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
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Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter; Voltchkova, Ekaterina - In: Frontiers in quantitative finance : volatility and …, (pp. 129-160). 2009
Persistent link: https://www.econbiz.de/10003787598