593 Valuation of financial assets with a jump diffusion process and stochastic volatility under exponential parameters

Computational Finance 2026 Book chapter

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Authors: Cyrille Audrey Nzotem Tchoumi, Henri Claver Jimbo, Boris Zourmba Tizi, Paul Tchoua, Donatien Eze Eze
DOI: 10.1515/9783112228180-004
Cited by: 1
References: 12

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Credit Risk and Financial Regulations

Publication details

Journal / source
Computational Finance
Publisher
De Gruyter
Pages
59–70
Publication date
22 June 2026
Document type
Book chapter