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 - Jump process - Document - PDFSEARCH.IO

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	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 Document Date: 2000-08-15 18:54:31 Open Document File Size: 315,28 KB Share Result on Facebook

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 e ects. The return process is driven byAdd to Reading List