JMF> Vol.1 No.3, November 2011

 

Copyright © 2011 Sarisa Pinkham, Pairote Sattayatham et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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S. Pinkham and P. Sattayatham, "European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates," Journal of Mathematical Finance, Vol. 1 No. 3, 2011, pp. 98-108. doi: 10.4236/jmf.2011.13013.

 

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