The dynamics of correlated shocks: option pricing and estimation in a regime-switching co-jump model.
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| Title: | The dynamics of correlated shocks: option pricing and estimation in a regime-switching co-jump model. |
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| Authors: | Chen, Ting-Fu1 (AUTHOR), He, Jie-Cao2 (AUTHOR), Zheng, Yuying3 (AUTHOR) zhengyuying@nbt.edu.cn |
| Source: | Journal of Statistical Computation & Simulation. May2026, p1-25. 25p. 4 Illustrations. |
| Database: | Business Source Ultimate |
| ISSN: | 00949655 |
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| DOI: | 10.1080/00949655.2026.2673456 |
