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.

PDF(795 KB)
中国科学院数学与系统科学研究院期刊网
PDF(795 KB)
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

  • MA Aiqin1, GUO Jingjun1,2, WANG Yubing1, ZHANG Cuiyun1
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(795 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉