Option pricing under two-factor stochastic volatility jump-diffusion model
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Publication:2210266
DOI10.1155/2020/1960121zbMath1451.91195OpenAlexW3082182286MaRDI QIDQ2210266
Publication date: 5 November 2020
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1960121
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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