Lévy Process-Driven Asymmetric Heteroscedastic Option Pricing Model and Empirical Analysis

<div>The relationship between likelihood function value of Dynamic EGARCH-Lévy-NIG model and cycle index (a) and the relationship between the parameter value of Dynamic EGARCH-Lévy-NIG model and cycle index (b).</div>

Discrete Dynamics in Nature and Society

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Figure 1

Figure 1: Lévy Process-Driven Asymmetric Heteroscedastic Option Pricing Model and Empirical Analysis 