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scientific article; zbMATH DE number 7009424 - MaRDI portal

scientific article; zbMATH DE number 7009424

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Publication:4612320

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zbMath1413.91107MaRDI QIDQ4612320

Farshid Mehrdoust, Naghmeh Saber

Publication date: 31 January 2019

Full work available at URL: https://camo.ici.ro/journal/vol16/v16c5.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

jumps European option pricing stochastic volatility model double Heston model

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)

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