FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility

Yinhui Zhong, Qunfang Bao, Shenghong Li. FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility. Applied Mathematics and Computation, 251:1-13, 2015. [doi]

Abstract

Abstract is missing.