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

Author: Yang Seungho   Lee Jaewook  

Publisher: Routledge Ltd

ISSN: 1469-7688

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract