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Detecting jumps in stochastic volatility jump-diffusion models via the power variation approach.

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Bibliographic Details
Title: Detecting jumps in stochastic volatility jump-diffusion models via the power variation approach.
Authors: Chen, Zhongyu1 (AUTHOR), Yin, Juliang1 (AUTHOR) yin_juliang@hotmail.com
Source: AIMS Mathematics. 2025, Vol. 10 Issue 8, p1-28. 28p.
Database: Mathematics Source
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ISSN:24736988
DOI:10.3934/math.2025858