Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes

Guoqing Yan, Floyd B. Hanson. Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes. In American Control Conference, ACC 2006, Minneapolis, MN, USA, 14-16 June, 2006. pages 1-6, IEEE, 2006. [doi]

Abstract

Abstract is missing.