Approximation and calibration of short term implied volatilities under jump diffusion stochastic volatility
Medvedev, Alexey and Scaillet, Olivier
Approximation and calibration of short term implied volatilities under jump diffusion stochastic volatility 2007 - 2007 - 427 - 459 V. 20 Issue. 2
Stochastic volatility
Finance
Stochastic volatility model;Empiricial option pricing;Assect pricing;
Approximation and calibration of short term implied volatilities under jump diffusion stochastic volatility 2007 - 2007 - 427 - 459 V. 20 Issue. 2
Stochastic volatility
Finance
Stochastic volatility model;Empiricial option pricing;Assect pricing;