Journals
Publish with us
Publishing partnerships
About us
Blog
Discrete Dynamics in Nature and Society
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Discrete Dynamics in Nature and Society
/
2021
/
Article
/
Fig 6
/
Research Article
Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
Figure 6
Comparison of
with the Merton-type jump. (a) Comparison of
with varying jump intensity. (b) Comparison of
with different mean.
(a)
(b)