Department of Mathematics, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana
Department of Mathematics, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana
Department of Actuarial Science, University of Cape Town, Cape Town, South Africa
Copyright © 2017 Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Andam, P. , Ackora-Prah, J. and Mataramvura, S. (2017) Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms.
Journal of Mathematical Finance,
7, 633-656. doi:
10.4236/jmf.2017.73033.