具有季节性随机波动率和便利收益的线性二次跳跃扩散模型的期货和期权解析公式：鱼会跳吗？

Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?

• Yihan Zou 通讯
• Christian‐Oliver Ewald