Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model
Work
Year: 2010
Type: article
Source: The European Physical Journal B
Authors L. Z. J. Liang, D. Lemmens, J. Tempere
Institutions University of Antwerp, Harvard University
Cites: 55
Cited by: 8
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 78.46
Subfield: Finance
Domain: Social Sciences
Open Access status: green