"A stochastic-local volatility model with Le'vy jumps for pricing derivatives."

Hyun-Gyoon Kim, Jeong-Hoon Kim (2023)

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DOI: 10.1016/J.AMC.2023.128034

access: closed

type: Journal Article

metadata version: 2023-06-02

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Hyun-Gyoon Kim, Jeong-Hoon Kim:
A stochastic-local volatility model with Le'vy jumps for pricing derivatives. Appl. Math. Comput. 451: 128034 (2023)

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