Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model
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Journal of Mathematical Sciences and Modelling
Reference36 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Option Pricing under Double Heston Model with Approximative Fractional Stochastic Volatility;Mathematical Problems in Engineering;2021-02-06
2. Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility;Mathematics;2021-01-08
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