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A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching

Published Online: 2022-09-08

Published Print: 2023-01

Authors

He, Xin-Jiang

Lin, Sha https://orcid.org/0000-0003-1692-8711
License Information

Text and Data Mining valid from 2022-09-08

Version of Record valid from 2022-09-08
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Article History

Received: 21 May 2022

Revised: 13 August 2022

Accepted: 30 August 2022

First Online: 8 September 2022

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.

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