Journal · 2025
Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing
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Publication details
- Venue
- Ricerche di Matematica
- Type
- Journal · 2025
- DOI
- 10.1007/s11587-024-00890-5
- Citations
- 0 · via Crossref, 17 September 2026
Cite this publication
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APA
Jraifi, A., Darouichi, A., & Elmouki, I. (2025). Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing. Ricerche di Matematica. https://doi.org/10.1007/s11587-024-00890-5
Harvard
Jraifi, A., Darouichi, A. and Elmouki, I. (2025) 'Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing', Ricerche di Matematica. doi: 10.1007/s11587-024-00890-5.
IEEE
A. Jraifi, A. Darouichi, and I. Elmouki, "Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing," Ricerche di Matematica, 2025. doi: 10.1007/s11587-024-00890-5.
Vancouver
Jraifi A, Darouichi A, Elmouki I. Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing. Ricerche di Matematica. 2025. doi: 10.1007/s11587-024-00890-5.
MLA
Jraifi, Abdelilah, et al.. "Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing." Ricerche di Matematica, 2025. https://doi.org/10.1007/s11587-024-00890-5.
Chicago
Jraifi, A., Darouichi, A., Elmouki, I.. "Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing." Ricerche di Matematica (2025). https://doi.org/10.1007/s11587-024-00890-5.
BibTeX
@article{jraifi2025, title={Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing}, author={Jraifi, Abdelilah and Darouichi, Aziz and Elmouki, Ilias}, journal={Ricerche di Matematica}, year={2025}, doi={10.1007/s11587-024-00890-5}, }