Pricing Extendible Power Options in a Double Stochastic Volatility Jump-Diffusion Model
Fields of Study & Subjects
Stochastic processes and financial applications
Fuzzy Systems and Optimization
Capital Investment and Risk Analysis
Publication details
- Journal / source
- Advances in Applied Mathematics
- Volume
- 15
- Issue
- 01
- Pages
- 239–251
- Publication date
- 1 January 2026