Pricing European-style options under jump diffusion processes with stochastic volatility: Applications of Fourier transform

Kangro, Raul, Pärna, Kalev, Sepp, Artur . :123-133

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Bibtex

@article{CIS-506301,
  Author = {Kangro, Raul and Pärna, Kalev and Sepp, Artur},
  Title = {Pricing European-style options under jump diffusion processes with stochastic volatility: Applications of Fourier transform},
  Journal = {},
  Year = {2004},
  Pages = {123--133},
  Keywords = {}
}

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