Work

Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing

Year: 2000

Type: article

Source: Review of Derivatives Research

DOI: 10.1023/a:1011354913068

Authors: Leif Andersen, Jesper Andreasen

Institution: Bank of America

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124062437

FWCI: 8.229

Cites: 40

Cited by: 460

Related to: 10