Journal of Mathematical Finance

Vol.1 No.3(2011), Paper ID 8411, 8 pages



Stochastic Volatility Jump-Diffusion Model for Option Pricing


Nonthiya Makate, Pairote Sattayatham



Copyright © 2011 Nonthiya Makate, 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

N. Makate and P. Sattayatham, "Stochastic Volatility Jump-Diffusion Model for Option Pricing," Journal of Mathematical Finance, Vol. 1 No. 3, 2011, pp. 90-97. doi: 10.4236/jmf.2011.13012.

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