EPJ

Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

L.Z.J. Liang, D. Lemmens and J. Tempere

Eur. Phys. J. B, 75 3 (2010) 335-342

Published online: 30 March 2010

DOI: 10.1140/epjb/e2010-00109-3

L.Z.J. Liang

D. Lemmens

J. Tempere

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