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

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives (2024)

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DOI: 10.1007/S10287-023-00486-8

access: open

type: Journal Article

metadata version: 2024-06-08

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  - journals/cms/ElKhatibMV24
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  - https://dblp.org/rec/journals/cms/ElKhatibMV24
Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Sci. 21(1): 3 (2024)

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