collaborators

1 paper

q-fin.PR2025

Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps

Gaetano Agazzotti, Claudio Aglieri Rinella, Jean-Philippe Aguilar +1

This work examines a stochastic volatility model with double-exponential jumps in the context of option pricing. The model has been considered in previous research articles, but no…