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A subdiffusive stochastic volatility jump model.

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Bibliographic Details
Title: A subdiffusive stochastic volatility jump model.
Authors: Dupret, Jean-Loup1 (AUTHOR) jean-loup.dupret@uclouvain.be, Hainaut, Donatien1 (AUTHOR)
Source: Quantitative Finance. Jun2023, Vol. 23 Issue 6, p979-1002. 24p.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2023.2199959