"Decomposition of the option pricing formula for infinite activity ..."

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives (2025)

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DOI: 10.1016/J.MATCOM.2024.12.010

access: closed

type: Journal Article

metadata version: 2025-01-05

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Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models. Math. Comput. Simul. 231: 276-293 (2025)

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