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~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"International review of economics & finance : IREF"
~person:"Vives, Josep"
~subject:"Black-Scholes model"
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International journal of financial markets and derivatives
International review of economics & finance : IREF
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A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
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