Stochastic Volatility with Reset at Jumps Jun Pan December 18, 1997 Abstract This paper presents a model for asset returns incorporating both stochastic volatility and jump eects. The return process is driven by

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Date: 2000-08-15 18:54:31		Stochastic Volatility with Reset at Jumps Jun Pan December 18, 1997 Abstract This paper presents a model for asset returns incorporating both stochastic volatility and jump eects. The return process is driven by Add to Reading List Source URL: www.mit.edu Download Document from Source Website File Size: 315,28 KB Share Document on Facebook