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Analytically pricing European options with a two-factor Ste..:
Lin, Sha
;
Lin, Xuanmeng
;
He, Xin-Jiang
Journal of Computational and Applied Mathematics. 440 (2024) - p. 115662 , 2024
Link:
https://doi.org/10.1016/j.cam.2023.115662
RT Journal T1 <Title>Analytically pricing European options with a two-factor Stein–Stein model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2023.115662&Exemplar=1&LAN=DE A1 Lin, Sha A1 Lin, Xuanmeng A1 He, Xin-Jiang PB Elsevier BV YR 2024 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 440 SP 115662 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2023.115662 DO https://doi.org/10.1016/j.cam.2023.115662 SF ELIB - SuUB Bremen
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