Journal · 2021
Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach
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- Journal · 2021
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APA
Elmouki, I. (2021). Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach.
Harvard
Elmouki, I. (2021) 'Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach'.
IEEE
I. Elmouki, "Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach," 2021.
Vancouver
Elmouki I. Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach. 2021.
MLA
Elmouki, Ilias. "Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach." 2021.
Chicago
Elmouki, I.. "Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach." (2021).
BibTeX
@article{elmouki2021, title={Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach}, author={Elmouki, Ilias}, year={2021}, }
