A stochastic-local volatility model with L e ´ vy jumps for pricing derivatives

Saved in:
Bibliographic Details
Published in:Applied mathematics and computation 2023-08, Vol.451, p.128034, Article 128034
Main Authors: Kim, Hyun-Gyoon, Kim, Jeong-Hoon
Format: Article
Language:English
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:
ISSN:0096-3003
DOI:10.1016/j.amc.2023.128034