The jump-diffusion process for the VIX and the SP 500 index

Chi-Tai Lin; Yen-Hsien Lee

doi:10.5897/AJBM.9000610

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4194

Full Length Research Paper

The jump-diffusion process for the VIX and the S&P 500 index

Chi-Tai Lin1 and Yen-Hsien Lee2*

1Department of Banking and Finance, TamKang University No. 151, Ying-Chuan Rd., Danshuei Township, Taipei County 251, Taiwan. 2Department of Finance, Chung Yuan Christian University, 200 Chung Pei Rd., Chung Li, Taiwan 320, R.O.C.
Email: [email protected]

Article Number - 007564E31797
Vol.4(9), pp. 1761 - 1768 , August 2010
https://doi.org/10.5897/AJBM.9000610

Accepted: 31 May 2010
Published: 31 August 2010

Copyright © 2024 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0.

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African Journal of Business Management

The jump-diffusion process for the VIX and the S&P 500 index

Chi-Tai Lin1 and Yen-Hsien Lee2*

African Journal of
Business Management