Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?
2019 ◽
Vol 532
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pp. 121871
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2012 ◽
Vol 82
(10)
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pp. 1777-1785
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2015 ◽
Vol 280
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pp. 231-247
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