A Jump-diffusion Model with Stochastic Volatility and Durations

A Jump-diffusion Model with Stochastic Volatility and Durations
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Book Synopsis A Jump-diffusion Model with Stochastic Volatility and Durations by : Wei Wei

Download or read book A Jump-diffusion Model with Stochastic Volatility and Durations written by Wei Wei and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with fin