Pricing Extendible Power Options in a Double Stochastic Volatility Jump-Diffusion Model

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Authors: 小梅 温
Cited by: 0
References: 9

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