The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes

  1. Gómez-Valle, L.
  2. Martínez-Rodríguez, J.
Revista:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Ano de publicación: 2019

Volume: 347

Páxinas: 49-61

Tipo: Artigo

DOI: 10.1016/J.CAM.2018.07.048 GOOGLE SCHOLAR lock_openUVADOC editor