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"Option pricing under jump-diffusion models with mean-reverting bivariate ..."

Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao (2014)

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DOI: 10.1016/J.ORL.2013.11.004

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/orl/MiaoLC14
Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin, Wan-Ling Chao:
Option pricing under jump-diffusion models with mean-reverting bivariate jumps. Oper. Res. Lett. 42(1): 27-33 (2014)

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