Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model
| Year of publication: |
2010
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|---|---|
| Authors: | Liang, L. Z.J. ; Lemmens, D. ; Tempere, J. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 75.2010, 3, p. 335-342
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009281468