European option pricing under the log mean-reverting jump diffusion stochastic volatility model
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Publication:6654087
DOI10.20142/j.cnki.amas.202401028MaRDI QIDQ6654087
Yubing Wang, Aiqin Ma, Jingjun Guo, Cuiyun Zhang
Publication date: 18 December 2024
Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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