Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms"
written by Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura,
published by Journal of Mathematical Finance, Vol.7 No.3, 2017

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