Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
The Impact of Self-exciting Jump Process for the Short Term Model with Stochastic Volatility
ZHANG Xinjun, JIANG Liang, LIN Qi, SONG Liping
Chinese Journal of Engineering Mathematics . 2024, (1): 17 -38 .  DOI: 10.3969/j.issn.1005-3085.2024.01.002