Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps

Fuente: arXiv

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Bibliographic Details
Main Authors:	Agazzotti, Gaetano, Rinella, Claudio Aglieri, Aguilar, Jean-Philippe, Kirkby, Justin Lars
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities 60G51, 60G46, 60E10, 91G15, 91G20, 91G30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.13824