Author: Mahomed, Obeid
Similar Items: Modelling Equities with a Stochastic Volatility Jump Diffusion
- Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering
- Option Pricing models with Stochastic Volatility and Jumps
- Implementation of Bivariate Unspanned Stochastic Volatility Models
- Pricing with Bivariate Unspanned Stochastic Volatility Models
- Local Stochastic Volatility—The Hyp-Hyp Model
- Analysis of equity and interest rate returns in South Africa under the context of jump diffusion processes