Ono, Sadayuki (contributor) - 2007
Economics and Related Studies
University of York
Heslington
York, YO10 5DD
No. 2007/05
Option Pricing under Stochastic …
comments and suggestions.
y Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom … versatile class of a ne-di usions
with stochastic volatility which yield jumps in volatility.2 These studies show that …