• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps.

Sumei ZhangYudong Sun
Published in: J. Comput. Appl. Math. (2017)
Keyphrases
  • database
  • monte carlo
  • stochastic model
  • stochastic optimization
  • option pricing
  • information systems
  • learning automata
  • stochastic process
  • stochastic models