"Option pricing in Markov-modulated exponential Lévy models with ..."

Jiayong Bao, Yuexu Zhao (2019)

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DOI: 10.1016/J.CAM.2019.01.044

access: closed

type: Journal Article

metadata version: 2023-08-28

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Jiayong Bao, Yuexu Zhao:
Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates. J. Comput. Appl. Math. 357: 146-160 (2019)

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