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Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility

Cheng, Peng; Scaillet, Olivier - International Center for Financial Asset Management and … - 2002

The aim of this paper is to accommodating the existing affine jump- diffusion and quadratic models under the same roof, namely the linear-quadratic jump-diffusion (LQJD) class.

Persistent link: https://www.econbiz.de/10005843429

Environmental variables and real estate prices

Din, Allan; Hoesli, Martin; Bender, André - Université <Genève> / Section des Hautes Etudes … - 2001

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Persistent link: https://www.econbiz.de/10005843540

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