"FX options pricing in logarithmic mean-reversion jump-diffusion model with ..."

Yinhui Zhong, Qunfang Bao, Shenghong Li (2015)

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DOI: 10.1016/J.AMC.2014.11.040

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yinhui Zhong, Qunfang Bao, Shenghong Li:
FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility. Appl. Math. Comput. 251: 1-13 (2015)

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