Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? - researchr publication authors

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Christian Ewald, Yihan Zou. Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?. European Journal of Operational Research, 294(2):801-815, 2021. [doi]

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