Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices (Q6667009)
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scientific article; zbMATH DE number 7971043
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| English | Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices |
scientific article; zbMATH DE number 7971043 |
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Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices (English)
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20 January 2025
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