"Analytically pricing European options with a two-factor Stein-Stein model."

Sha Lin, Xuanmeng Lin, Xin-Jiang He (2024)

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DOI: 10.1016/J.CAM.2023.115662

access: closed

type: Journal Article

metadata version: 2024-05-07

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Sha Lin, Xuanmeng Lin, Xin-Jiang He:
Analytically pricing European options with a two-factor Stein-Stein model. J. Comput. Appl. Math. 440: 115662 (2024)

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