Approximate option pricing under a two-factor Heston-Kou stochastic volatility model

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives. Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Science, 21(1):3, June 2024. [doi]

Abstract

Abstract is missing.