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]
@article{ZhongBL15,
title = {FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility},
author = {Yinhui Zhong and Qunfang Bao and Shenghong Li},
year = {2015},
doi = {10.1016/j.amc.2014.11.040},
url = {http://dx.doi.org/10.1016/j.amc.2014.11.040},
researchr = {https://researchr.org/publication/ZhongBL15},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {251},
pages = {1-13},
}