A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
Crossref DOI link: https://doi.org/10.1007/s11579-020-00281-y
Published Online: 2020-10-23
Published Print: 2021-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
He, Xin-Jiang
Chen, Wenting http://orcid.org/0000-0001-5670-0557
Text and Data Mining valid from 2020-10-23
Version of Record valid from 2020-10-23
Article History
Received: 5 November 2019
Accepted: 14 September 2020
First Online: 23 October 2020