- Joined
- 10/5/11
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Dear friends,
Do you know any option pricing paper using Heston's stochastic volatility model with jumps ?
The jumps could be modeled my log-normal distribution or double log-exponential distribution.
I need papers with numerical results so I can compare my results with theirs.
If you know, could you please share it with me ?
Thanks , I really appreciate it.
Best
D. Nguyen
Do you know any option pricing paper using Heston's stochastic volatility model with jumps ?
The jumps could be modeled my log-normal distribution or double log-exponential distribution.
I need papers with numerical results so I can compare my results with theirs.
If you know, could you please share it with me ?
Thanks , I really appreciate it.
Best
D. Nguyen