Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650)
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scientific article; zbMATH DE number 7348249
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| English | Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity |
scientific article; zbMATH DE number 7348249 |
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Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (English)
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14 May 2021
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0.8836066722869873
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0.8834139108657837
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0.8447973728179932
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0.8303248286247253
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