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Asymptotic smiles for an affine jump-diffusion model.

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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
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PubType: Academic Journal
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  Data: Asymptotic smiles for an affine jump-diffusion model.
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  Data: <searchLink fieldCode="JN" term="%22Probability%2C+Uncertainty+%26+Quantitative+Risk%22">Probability, Uncertainty & Quantitative Risk</searchLink>. Sep2025, Vol. 10 Issue 3, p1-20. 20p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3934/puqr.2025017
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      – Code: eng
        Text: English
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        PageCount: 20
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      – TitleFull: Asymptotic smiles for an affine jump-diffusion model.
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            NameFull: Yao, Nian
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            NameFull: Lin, Junfeng
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              Text: Sep2025
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              Y: 2025
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