Gong, Xiaoli; Zhuang, Xintian Option pricing for stochastic volatility model with infinite activity Lévy jumps. (English) Zbl 1400.91592 Physica A 455, 1-10 (2016). MSC: 91G20 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Gong, Xiao-li; Zhuang, Xin-tian Option pricing and hedging for optimized Lévy driven stochastic volatility models. (English) Zbl 1375.91223 Chaos Solitons Fractals 91, 118-127 (2016). MSC: 91G20 60G51 60J75 × Cite Format Result Cite Review PDF Full Text: DOI