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

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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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  Data: Detecting jumps in stochastic volatility jump-diffusion models via the power variation approach.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Zhongyu%22">Chen, Zhongyu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Yin%2C+Juliang%22">Yin, Juliang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> yin_juliang@hotmail.com</i>
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  Data: <searchLink fieldCode="JN" term="%22AIMS+Mathematics%22">AIMS Mathematics</searchLink>. 2025, Vol. 10 Issue 8, p1-28. 28p.
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        Value: 10.3934/math.2025858
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        Text: English
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        PageCount: 28
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      – TitleFull: Detecting jumps in stochastic volatility jump-diffusion models via the power variation approach.
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              Text: 2025
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