Some Properties for a Kind of the Heston Stochastic Volatility Model with Jump
作者
Yudong Sun,Huan Wang
出处
期刊:International journal of fuzzy mathematical archive日期:2019-01-01卷期号:17 (02): 69-75
标识
DOI:10.22457/202ijfma.v17n2a1
摘要
Stochastic volatility models play an important role in finance modeling. In this work, we study the existence, uniqueness, continuity and some estimates of the solution to a kind of the Heston stochastic volatility model with jump.