"Forward starting options pricing under a regime-switching jump-diffusion ..."

Guohe Deng, Shuai Liu (2024)

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DOI: 10.1080/00207160.2024.2327612

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type: Journal Article

metadata version: 2024-07-08

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Guohe Deng, Shuai Liu:
Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. Int. J. Comput. Math. 101(3): 331-356 (2024)

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