A Simple Model for Option Pricing with Jumping Stochastic Volatility (Q2703110): Difference between revisions

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+DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
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+The Pricing of Options and Corporate Liabilities
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+Bond Market Structure in the Presence of Marked Point Processes
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+Robustness of the Black and Scholes Formula
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+Option pricing when underlying stock returns are discontinuous
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Publication:2703110