Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Pricing of volatility derivatives in a Heston-CIR model with ..."

Yu Yang et al. (2021)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2020.113277

access: closed

type: Journal Article

metadata version: 2021-05-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/YangLWW21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/YangLWW21
Yu Yang, Shican Liu, Yonghong Wu, Benchawan Wiwatanapataphee:
Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion. J. Comput. Appl. Math. 393: 113277 (2021)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.