Asymptotic smiles for an affine jump-diffusion model.

Saved in:
Bibliographic Details
Title: Asymptotic smiles for an affine jump-diffusion model.
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
Full text is not displayed to guests.
Description
ISSN:20959672
DOI:10.3934/puqr.2025017