Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
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Publication:6149566
DOI10.1007/s10287-023-00486-8OpenAlexW4388291468MaRDI QIDQ6149566
Josep Vives, Zororo S. Makumbe, Youssef El-Khatib
Publication date: 6 February 2024
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-023-00486-8
Cites Work
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