Showing 1 - 3 results of 3 for search '"double exponential jump diffusion"', query time: 2.72s Refine Results
  1. 1
    Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities
    by Donatien Hainaut
    Published 2017-07-01
    Subjects: “...double exponential jump diffusion...”
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    Article
  2. 2
    Testing for jumps in face of the financial crisis : Application of Barndorff-Nielsen - Shephard test and the Kou model
    Subjects: “...Double exponential jump-diffusion model...”
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  3. 3
    Option pricing under the double exponential jump-diffusion model by using the Laplace transform : Application to the Nordic market
    Subjects: “...Double Exponential Jump-Diffusion...”
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