Ma, Yong - Option valuation under double exponential jump with stochastic i ...

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Communications in Statistics - Theory and Methods


   ISSN: (Print) (Online) Journal homepage: https://www.tandfonline.com/loi/lsta20


Option valuation under double exponential jump
with stochastic intensity, stochastic interest rates
and Markov regime-switching stochastic volatility
Yong Ma, Li Chen & Jianping Lyu
To cite this article: Yong Ma, Li Chen & Jianping Lyu (2021): Option valuation under double
exponential jump with stochastic intensity, stochastic interest rates and Markov regime-
...

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关键词：Exponential Stochastic Valuation Stochast double