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Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude
Work
Year: 2016
Type: article
Source: International Journal of Computer Mathematics
Authors Youfa Sun, Caiyan Liu, Shimin Guo
Institutions Guangdong University of Technology, Xi'an Jiaotong University
Cites: 32
Cited by: 3
Related to: 10
FWCI: 0.365
Citation percentile (by year/subfield): 72.15
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed