Option Pricing Under the Mixed-Exponential Jump Diffusion Model with Stochastic Interest Rate and Stochastic Volatility

WU Yinhao, CHEN Rongda, WANG Shengnan, YU Jingjing

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (8) : 2207-2234.

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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (8) : 2207-2234. DOI: 10.12341/jssms21596

Option Pricing Under the Mixed-Exponential Jump Diffusion Model with Stochastic Interest Rate and Stochastic Volatility

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(8): 2207-2234 https://doi.org/10.12341/jssms21596

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