European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Sarisa Pinkham; Pairote Sattayatham
| Year of publication: |
2011
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|---|---|
| Authors: | Pinkham, Sarisa ; Sattayatham, Pairote |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 1.2011, 3, p. 98-108
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010079593