"Approximate option pricing under a two-factor Heston-Kou stochastic ..."

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives (2024)

> Home

Details and statistics

DOI: 10.1007/S10287-023-00486-8

access: open

type: Journal Article

metadata version: 2024-10-06

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/cms/ElKhatibMV24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/ElKhatibMV24
Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Sci. 21(1): 3 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.