Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate - Concepedia

Concepedia

Publication | Open Access

Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate

DOI Full Paper Access

10

Citations

37

References

2017

Year

Rongda Chen, Zexi Li, LiYuan Zeng, Lean Yu, Qi Lin, Jia Liu

Journal of Management Science and Engineering

References

	Year	Citations

Page 1