Jump-Diffusion dynamics and long-short term volatility: Evidence from option pricing

ZHU Fumin, SONG Jiayin, ZHENG Zunxin

Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (6) : 1913-1933.

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Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (6) : 1913-1933. DOI: 10.12011/SETP2023-0936

Jump-Diffusion dynamics and long-short term volatility: Evidence from option pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2024, 44(6): 1913-1933 https://doi.org/10.12011/SETP2023-0936

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