Option pricing for jump diffussion model with random volatility

Journal of Risk Finance

Volumn 11, Issue 5, 2010, Pages 496-507

  Thavaneswaran, A ^a   Singh, Jagbir ^b  

^a UNIVERSITY OF MANITOBA   (Canada)

^b TEMPLE UNIVERSITY   (United States)

Author keywords

Financial instruments; Kurtosis; Mathematical modelling; Options markets; Pricing

Indexed keywords

EID: 85015425429     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265941011092077     Document Type: Article

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