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Approximate option pricing under a two-factor Heston-Kou stochastic volatility model.

Youssef El-KhatibZororo S. MakumbeJosep Vives
Published in: Comput. Manag. Sci. (2024)
Keyphrases
  • probabilistic model
  • option pricing
  • prior knowledge
  • expert systems
  • probability distribution