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Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing

Published Online: 2024-09-24

Authors

Jraifi, Abdelilah

Darouichi, Aziz

Elmouki, Ilias https://orcid.org/0000-0002-4826-5601
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Text and Data Mining valid from 2024-09-24

Version of Record valid from 2024-09-24
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Article History

Received: 19 September 2023

Accepted: 10 September 2024

First Online: 24 September 2024

Declarations

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: The author states that there is no Conflict of interest.

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