Journal · 2021

Effect of CEV on option prices under jump-diffusion dynamics with stochastic volatility: A finite element method approach

Ilias Elmouki

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Publication details

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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}, }

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