Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps - researchr publication related

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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]

The following publications are possibly variants of this publication:

Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumpsSumei Zhang, Lihe Wang. amc, 219(23):10928-10933, 2013. [doi]

A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumpsSumei Zhang, Lihe Wang. cnsns, 18(7):1832-1839, 2013. [doi]

Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rateSumei Zhang, Jianke Zhang. ijcm, 97(3):546-563, 2020. [doi]

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