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Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mensah, Abigail Anokyewaa, Jha, Ayush, Mei, Hongwei, Wang, Rui, Rachev, Svetlozar T., Fabozzi, Frank J.
Format:	Preprint
Published:	2026
Subjects:	Pricing of Securities Econometrics Mathematical Finance
Online Access:	Acceder al recurso
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