Skewness and Option Prices under Stochastic Volatility Models: The Role of Shot-Noise Jumps

Preprint

SSRN Electronic Journal

Social Science Electronic Publishing Inc

2024

Handle:

https://hdl.handle.net/10523/40395

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Record Identifier: 9926555940701891
Title: Skewness and Option Prices under Stochastic Volatility Models: The Role of Shot-Noise Jumps
Creators: Wei Lin
Pakorn Aschakulporn
Yifan Ye
Jin E. Zhang
Publication Details: SSRN Electronic Journal
Academic Unit: Accountancy and Finance
Publisher: Social Science Electronic Publishing Inc
Language: English
Resource Type ; Subtype: Preprint