Zhang, Li-Hua; Zhang, Wei-Guo; Xu, Wei-Jun; Xiao, Wei-Lin - In: Economic Modelling 29 (2012) 3, pp. 780-786
The interest rate and volatility may have different values in the different commercial banks and financial institutions. Moreover, the fluctuations of the underlying assets are rare events, and there are not enough historical data to estimate the jump intensity in a precise sense. This paper...