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A subdiffusive stochastic volatility jump model.

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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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  Data: A subdiffusive stochastic volatility jump model.
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  Data: <searchLink fieldCode="AR" term="%22Dupret%2C+Jean-Loup%22">Dupret, Jean-Loup</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> jean-loup.dupret@uclouvain.be</i><br /><searchLink fieldCode="AR" term="%22Hainaut%2C+Donatien%22">Hainaut, Donatien</searchLink><relatesTo>1</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Finance%22">Quantitative Finance</searchLink>. Jun2023, Vol. 23 Issue 6, p979-1002. 24p.
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        Value: 10.1080/14697688.2023.2199959
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      – Code: eng
        Text: English
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        PageCount: 24
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      – TitleFull: A subdiffusive stochastic volatility jump model.
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            NameFull: Dupret, Jean-Loup
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              Text: Jun2023
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              Y: 2023
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