Sumei Zhang, Yudong Sun. Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps. J. Computational Applied Mathematics, 325:34-41, 2017. [doi]
@article{ZhangS17-10,
title = {Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps},
author = {Sumei Zhang and Yudong Sun},
year = {2017},
doi = {10.1016/j.cam.2017.04.013},
url = {https://doi.org/10.1016/j.cam.2017.04.013},
researchr = {https://researchr.org/publication/ZhangS17-10},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {325},
pages = {34-41},
}