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Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity - MaRDI portal

Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650)

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scientific article; zbMATH DE number 7348249
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English
Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity
scientific article; zbMATH DE number 7348249

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    Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (English)
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    14 May 2021
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