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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.
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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 193750426
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: The dynamics of correlated shocks: option pricing and estimation in a regime-switching co-jump model.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Ting-Fu%22">Chen, Ting-Fu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22He%2C+Jie-Cao%22">He, Jie-Cao</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Zheng%2C+Yuying%22">Zheng, Yuying</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> zhengyuying@nbt.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Statistical+Computation+%26+Simulation%22">Journal of Statistical Computation & Simulation</searchLink>. May2026, p1-25. 25p. 4 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=193750426
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00949655.2026.2673456
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 1
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      – TitleFull: The dynamics of correlated shocks: option pricing and estimation in a regime-switching co-jump model.
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            NameFull: Chen, Ting-Fu
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            NameFull: He, Jie-Cao
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            NameFull: Zheng, Yuying
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            – D: 19
              M: 05
              Text: May2026
              Type: published
              Y: 2026
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            – TitleFull: Journal of Statistical Computation & Simulation
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