Work

Option pricing under stochastic volatility and tempered stable Lévy jumps

Year: 2013

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2013.10.004

Authors: Tsvetelin S. Zaevski, Young Shin Kim, Frank J. Fabozzi

Institutions: Sofia University "St. Kliment Ohridski", Stony Brook University, Ecole des Hautes Etudes Commerciales du Nord

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998921923

FWCI: 3.304

Cites: 19

Cited by: 27

Related to: 10