Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes
In financial markets, there exists long-observed feature of the implied volatility surface such as volatility smile and skew. Stochastic volatility models are commonly used to model this financial phenomenon more accurately compared with the conventional Black-Scholes pricing models. However, one fa...
| 出版年: | Journal of Function Spaces |
|---|---|
| 主要な著者: | , , , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Wiley
2019-01-01
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| オンライン･アクセス: | http://dx.doi.org/10.1155/2019/9754679 |