"Shot-noise cojumps: Exact simulation and option pricing."

Yan Qu, Angelos Dassios, Hongbiao Zhao (2023)

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DOI: 10.1080/01605682.2022.2077660

access: closed

type: Journal Article

metadata version: 2024-05-07

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Yan Qu, Angelos Dassios, Hongbiao Zhao:
Shot-noise cojumps: Exact simulation and option pricing. J. Oper. Res. Soc. 74(3): 647-665 (2023)

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