2006•SSRN Electronic JournalOpen access

An Examination on the Roles of Diffusions and Stochastic Volatility in the Exponential Levy Jumps Models

Elton Daal, Jung‐Suk Yu

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Key concepts: Lévy process, Stochastic volatility, Exponential function, Econometrics, Volatility (finance), Economics, Mathematics, Applied mathematics

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