scientific article; zbMATH DE number 7235363

zbMATH Open1449.91152MaRDI QIDQ5115317FDOQ5115317

Authors: Jiawen He, Zhu'e Wei 

Publication date: 12 August 2020

Title of this publication is not available (Why is that?)

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zbMATH Keywords

jump-diffusion modelnon-affine stochastic volatilityouter performance optionFourier inversion transform

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Jump processes on discrete state spaces (60J74)

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