A BNS-Type Stochastic Volatility Model With Two-Sided Jumps...

Wilmott 2013 / 05 Vol. 2013; Iss. 65

A BNS-Type Stochastic Volatility Model With Two-Sided Jumps With Applications to FX Options Pricing

Bannör, Karl Friedrich, Scherer, Matthias
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Volume:
2013
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10217
Date:
May, 2013
File:
PDF, 41.50 MB
english, 2013
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