搜索结果: 1-1 共查到“数论 Jumps”相关记录1条 . 查询时间(0.062 秒)
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
font style='font-size:12px;'>
2010/12/16
We consider a stochastic volatility model with L´evy jumps for a log-return pro-cess Z = (Zt)t≥0 of the form Z = U +X, where U = (Ut)t≥0 is a classical stochastic volatility process and X = (Xt)...