Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model

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Bibliographic Details
Published inComputational economics
Main Authors Libin, Wang, Lixia, Liu
Format Journal Article
LanguageEnglish
Published 29.07.2025
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ISSN:0927-7099
1572-9974
DOI:10.1007/s10614-025-11028-6