Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Yu Yang, Shican Liu, Yonghong Wu, Benchawan Wiwatanapataphee. Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion. J. Computational Applied Mathematics, 393:113277, 2021. [doi]