Keywords: Jumps Process
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (2): 183–205.
Published: 31 May 2015
..., there is no clear superiority or inferiority between both jumps models. KOSPI200 Index Options Stochastic Volatility Leverage Effects Diffusion Process Jumps Process © 2015 Emerald Publishing Limited 2015 This article is published under the Creative Commons Attribution (CC BY 4.0) licence. Anyone may...

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