"Forward starting options pricing with double stochastic volatility, ..."

Sumei Zhang, Yudong Sun (2017)

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DOI: 10.1016/J.CAM.2017.04.013

access: closed

type: Journal Article

metadata version: 2020-02-20

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Sumei Zhang, Yudong Sun:
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps. J. Comput. Appl. Math. 325: 34-41 (2017)

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