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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