Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps
Work
Year: 2017
Type: article
Authors Sumei Zhang, Yudong Sun
Cites: 19
Cited by: 14
Related to: 10
FWCI: 2.153
Citation percentile (by year/subfield): 95.66
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
Grant ID 11601420