Asymptotic smiles for an affine jump-diffusion model.
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| Title: | Asymptotic smiles for an affine jump-diffusion model. |
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| Authors: | Yao, Nian1 (AUTHOR) yaonian@szu.edu.cn, Lin, Junfeng1 (AUTHOR) Little_wind@163.com, Li, Zhiqiu2 (AUTHOR) zhiqiuli.edu@gmail.com |
| Source: | Probability, Uncertainty & Quantitative Risk. Sep2025, Vol. 10 Issue 3, p1-20. 20p. |
| Database: | Mathematics Source |
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| ISSN: | 20959672 |
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| DOI: | 10.3934/puqr.2025017 |