1School of Business, Guizhou Minzu University, Guiyang - 550025, Guiyang, China, E-mail: yudongsun@yeah.net
2School of Business, Guizhou Minzu University, Guiyang - 550025, Guiyang, China, E-mail: 1401407@qq.com
Online published on 29 January, 2021.
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.
Heston stochastic volatility model with jump, Existence, Uniqueness, Continuity
