NDLI: Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods

Content Provider	Scilit
Author	Scott, Louis O.
Copyright Year	1997
Description	Journal: Mathematical Finance
Ending Page	426
Starting Page	413
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/1467-9965.00039
Journal	Mathematical Finance
Issue Number	4
Volume Number	7
Language	English
Publisher	Wiley-Blackwell
Publisher Date	1997-10-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Option Pricing Stochastic Volatility Jump Processes Fourier Inversion
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods