CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2014 30 (6):  620-630    ISSN: 1001-4268:  CN: 31-1256 / O1

Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models
Fan Kun
School of Finance and Statistics, East China Normal University
Received null  Revised null  Online 2014-12-27
Reference  

Corresponding author: Fan Kun