Lévy processes driven by stochastic volatility

Kyriakos Chourdakis ()

Asia-Pacific Financial Markets, 2005, vol. 12, issue 4, 333-352

Keywords: Lévy process; Markov chain; Option pricing; Stochastic volatility; Characteristic function; Jump diffusion; Volatility smile; Volatility skew (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10690-006-9029-2

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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