On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

By Alòs Elisa   León Jorge   Vives Josep  

Finance and Stochastics, Vol. 11, Iss. 4, 2007-10 ,pp. : 571-589

Springer Publishing Company

Access to resources Recommend Favorite

A jump-diffusion model for pricing corporate debt securities in a complex capital structure

By Kijima M.   Suzuki T.  

Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. : 611-620

Routledge Ltd

Access to resources Recommend Favorite

A comparison of diffusion models of the term structure

By Strickland Chris  

The European Journal of Finance, Vol. 2, Iss. 1, 1996-03 ,pp. : 103-123

Routledge Ltd

Access to resources Recommend Favorite

Do affine jump-diffusion models require global calibration? Empirical studies from option markets

By Yang Seungho   Lee Jaewook  

Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. : 111-123

Routledge Ltd

Access to resources Recommend Favorite

Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals

By  

Studies in Economics and Finance, Vol. 32, Iss. 3, 2015-08 ,pp. : 357-378

Emerald Group Publishing Ltd

Access to resources Recommend Favorite