Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility

Olivier Scaillet

No 2003-29, Thema Working Papers from THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS

Date: 2003
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Working Paper: Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility (2002)
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