A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps

Sumei Zhang, Lihe Wang. A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps. Commun. Nonlinear Sci. Numer. Simul., 18(7):1832-1839, 2013. [doi]

Abstract

Abstract is missing.