Impact of Copula Misspecification on Option Pricing Accuracy in CGMY Jump-Diffusion Models: A Comprehensive Analysis
2026International Journal of Development Mathematics (IJDM)JournalOpen access
10.62054/ijdm/0302.15Full text0 citations
2026International Journal of Development Mathematics (IJDM)JournalOpen access
10.62054/ijdm/0302.15Full text0 citations
4 authors across 2 institutions in 1 country.
as printed: Adesupo A. Akinrefon
as printed: Emmanuel Torsen Emmanuel Torsen
Assignment is probabilistic — a work belongs to several fields in proportions.
Several sources describing one work is the point — it means the record rests on more than one authority.
2026 · International Journal of Development Mathematics (IJDM) · 0 citations
https://openalex.org/W7164508947