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Impact of volatility jumps in a mean-reverting model: Deriv..:
Chiu, Hsin-Yu
;
Chen, Ting-Fu
The North American Journal of Economics and Finance. 52 (2020) - p. 101112 , 2020
Link:
https://doi.org/10.1016/j.najef.2019.101112
RT Journal T1 <Title>Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2019.101112&Exemplar=1&LAN=DE A1 Chiu, Hsin-Yu A1 Chen, Ting-Fu PB Elsevier BV YR 2020 SN 1062-9408 JF The North American Journal of Economics and Finance VO 52 SP 101112 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2019.101112 DO https://doi.org/10.1016/j.najef.2019.101112 SF ELIB - SuUB Bremen
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