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Applicable Analysis
An International Journal
Volume 98, 2019 - Issue 4
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Articles

The calibration of volatility for option pricing models with jump diffusion processes

Zuoliang XuSchool of Information, Renmin University of China, BeijingP.R. China.View further author information
&
Xiangyu JiaSchool of Information, Renmin University of China, BeijingP.R. China.Correspondence[email protected]
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Pages 810-827 | Received 17 Aug 2017, Accepted 07 Nov 2017, Published online: 29 Nov 2017

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