An occasional move in the price of a stock (underlying an option) over a specific period of time. Jumps are...

It stands for variance gamma model; an option pricing model which is based purely on jumps between successive nodes where...

An option pricing model which is based purely on jumps between successive nodes where small jumps occur often and large...

A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...

A stochastic process which describes the movements in the price of a derivative's underlying through time. In this process, the...