Calculation of volatility in a jump-diffusion model

  1. Navas, J.F.
Journal:
Journal of Derivatives

ISSN: 1074-1240

Year of publication: 2003

Volume: 11

Issue: 2

Pages: 66-72

Type: Article

DOI: 10.3905/JOD.2003.319217 GOOGLE SCHOLAR
Data source: Scopus