Rehez AHLİP, Laurence A. F. PARK, Ante PRODAN

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

Journal of Mathematical Sciences and Modelling

2018-Cilt: 1 - Sayı: 3

138-152

Finance, Double Heston Jump Diffusion model, L\'evy process, Affine processes, Calibration of stochastic volatility

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