European Option Pricing under the Log Mean-Reverting Jump Diffusion Stochastic Volatility Model

MA Aiqin, GUO Jingjun, WANG Yubing, ZHANG Cuiyun

Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (2) : 333-354.

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Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (2) : 333-354. DOI: 10.20142/j.cnki.amas.202401028

European Option Pricing under the Log Mean-Reverting Jump Diffusion Stochastic Volatility Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2024, 47(2): 333-354 https://doi.org/10.20142/j.cnki.amas.202401028

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