European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087)
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scientific article; zbMATH DE number 7959380
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| English | European option pricing under the log mean-reverting jump diffusion stochastic volatility model |
scientific article; zbMATH DE number 7959380 |
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European option pricing under the log mean-reverting jump diffusion stochastic volatility model (English)
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18 December 2024
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log mean-reverting
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option pricing
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jump diffusion
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stochastic volatility
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0.7901349067687988
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0.7855979800224304
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0.781302809715271
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0.771362841129303
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