scholarly journals Withdrawn: Yan, C, Zhao, B. (2018). A general jump‐diffusion process to price volatility derivatives. J Futures Markets, 39, 15–37. https://doi.org/10.1002/fut.21962

2020 ◽  
Keyword(s):  
Diffusion Process ◽  
Futures Markets ◽  
Price Volatility ◽  
Jump Diffusion ◽  
Volatility Derivatives ◽  
Jump Diffusion Process

scholarly journals A switching self-exciting jump diffusion process for stock prices

2018 ◽  
Vol 15 (2) ◽  
pp. 267-306 ◽  
Author(s):  
Donatien Hainaut ◽  
Franck Moraux
Keyword(s):  
Diffusion Process ◽  
Stock Prices ◽  
Jump Diffusion ◽  
Jump Diffusion Process
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