"Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model."

Guohe Deng (2020)

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DOI: 10.1155/2020/1960121

access: open

type: Journal Article

metadata version: 2020-09-24

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  - journals/complexity/Deng20
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  - https://dblp.org/rec/journals/complexity/Deng20
Guohe Deng:
Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model. Complex. 2020: 1960121:1-1960121:15 (2020)

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