The calibration of volatility for option pricing models with jump diffusion processes

2017 ◽  
Vol 98 (4) ◽  
pp. 810-827 ◽  
Author(s):  
Zuoliang Xu ◽  
Xiangyu Jia
Keyword(s):  
Option Pricing ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
Pricing Models ◽  
Jump Diffusion Processes

scholarly journals APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

2006 ◽  
Vol 16 (1) ◽  
pp. 21-52 ◽  
Author(s):  
Jin-Chuan Duan ◽  
Peter Ritchken ◽  
Zhiqiang Sun
Keyword(s):  
Option Pricing ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes
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