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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Original Articles

An asymptotic expansion for local-stochastic volatility with jump models

Kenichiro ShirayaGraduate School of Economicsthe University of Tokyo, Tokyo, Japan.Correspondence[email protected]
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Akihiko TakahashiGraduate School of Economicsthe University of Tokyo, Tokyo, Japan.View further author information
Pages 65-88 | Received 08 Aug 2015, Accepted 23 Dec 2015, Published online: 01 Feb 2016

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