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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Maciej Augustyniak

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Open access Oct 2026

ON THE RELATION BETWEEN DISCRETE- AND CONTINUOUS-TIME AFFINE OPTION PRICING MODELS

This article studies the weak convergence of discrete-time generalized autoregressive conditional heteroskedasticity (GARCH) and stochastic volatility (SV) option pricing models that allow for fat tails, multi-component volatilities, and non-monotonic pricing kernels. We introduce a general affine framework that enable...

Maciej Augustyniak, Alexandru Badescu, Jean-François Bégin et al. · 0 citations

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