Option Pricing under the Double Exponential Jump-Diffusion...

Journal of Management Science and Engineering 2017 / 03 Vol. 2; Iss. 4

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

Chen, Rongda, Li, Zexi, Zeng, Liyuan, Yu, Lean, Lin, Qi, Liu, Jia
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Volume:
2
Language:
english
Journal:
Journal of Management Science and Engineering
DOI:
10.3724/sp.j.1383.204012
Date:
March, 2017
File:
PDF, 670 KB
english, 2017
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