On the calibration of local jump-diffusion asset price models
Work
Year: 2011
Type: article
Source: Finance and Stochastics
Authors Stefan Kindermann, Philipp Mayer
Cites: 59
Cited by: 5
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 76.02
Subfield: Finance
Domain: Social Sciences
Open Access status: green