Work

A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity

Year: 2025

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22573

Authors: Xin‐Jiang He, Hang Chen, Sha Lin

Institutions: Zhejiang University of Technology, Zhejiang Gongshang University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407709490

FWCI: 22.54

Cites: 37

Cited by: 24

Related to: 10