A Jump-Diffusion Process for Asset Price with Non-Independent Jumps

Authors

Yihren Wu, Hofstra University, Hempstead, NY 11549 USAFollow
Majnu John, The Feinstein Institute of Medical Research, Manhasset, NY 11030 USAFollow

Recommended Citation

Wu, Yihren and John, Majnu (2022) "A Jump-Diffusion Process for Asset Price with Non-Independent Jumps," Journal of Stochastic Analysis: Vol. 3: No. 4, Article 5.
DOI: 10.31390/josa.3.4.05
Available at: https://repository.lsu.edu/josa/vol3/iss4/5

DOI

10.31390/josa.3.4.05