Foreign equity option pricing under stochastic volatility model with double jumps
| Year of publication: |
2011
|
|---|---|
| Authors: | Xu, Weidong ; Wu, Chongfeng ; Li, Hongyi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 4, p. 1857-1864
|