The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models

Author(s):  
Anatoly Gormin ◽  
Yuri Kashtanov



2014 ◽  
Vol 17 (2) ◽  
pp. 3-19 ◽  
Author(s):  
Matthew Lorig ◽  
Stefano Pagliarani ◽  
Andrea Pascucci






Author(s):  
Xiuping Mao ◽  
Esther Ruiz ◽  
Helena Veiga ◽  
Veronika Czellar


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