Pricing vulnerable extremum options in a Markov regime-switching Heston’s model and stochastic interest rate

Journal of Computational and Applied Mathematics 2026

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Authors: Guohe Deng, Yurong Xie

DOI: 10.1016/j.cam.2025.117332

Cited by: 0

References: 62

Fields of Study & Subjects

Stochastic processes and financial applications stochastic dynamics and bifurcation Capital Investment and Risk Analysis

References 62