Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S., Kim, Young Shin, Fabozzi, Frank J.Volume:
31
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2013.10.004
Date:
January, 2014
File:
PDF, 389 KB
english, 2014