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