Two counters of jumps

Journal of Banking and Finance

Volumn 33, Issue 3, 2009, Pages 456-463

  Câmara, António ^a  

^a OKLAHOMA STATE UNIVERSITY   (United States)

Author keywords

Jump diffusion; Smile effect; Term structure of implied volatilities

Indexed keywords

EID: 58149166765     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.08.017     Document Type: Article

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