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 System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (8) : 2207-2234.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 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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